+468.2%
ON vs TRU
+228.6%
+239.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -2.8% |
| 7D | -2.2% | -7.2% | +5.0% | +2.1% |
| 30D | -12.4% | -2.8% | -9.6% | -11.5% |
| 3M | -41.2% | +13.0% | -54.2% | -47.9% |
| 6M | +25.0% | +0.7% | +24.3% | +17.4% |
| YTD | +31.3% | -9.0% | +40.3% | +29.1% |
| 1Y | +45.4% | -16.3% | +61.7% | +49.3% |
| 3Y | -27.4% | -1.1% | -26.3% | -38.1% |
| 5Y | +58.5% | -36.0% | +94.5% | +85.2% |
| 10Y | +561.8% | +139.9% | +421.9% | +235.1% |
| All | +468.2% | +228.6% | +239.6% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling