+49.6%
ON vs TRU
-36.7%
+86.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.7% | -9.4% | +4.7% | 0.0% |
| 30D | -13.5% | -4.1% | -9.4% | -12.1% |
| 3M | -36.3% | +13.6% | -49.9% | -42.7% |
| 6M | +17.8% | +3.6% | +14.2% | +10.2% |
| YTD | +29.6% | -9.8% | +39.4% | +29.3% |
| 1Y | +45.8% | -13.6% | +59.4% | +47.8% |
| 3Y | -28.3% | -2.0% | -26.4% | -35.2% |
| 5Y | +49.6% | -35.8% | +85.5% | +93.2% |
| All | +49.6% | -36.7% | +86.3% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling