+468.0%
ON vs TRU
+243.6%
+224.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | 0.0% | +12.2% | +12.3% |
| 30D | -3.1% | +21.3% | -24.4% | -15.1% |
| 3M | -12.9% | +0.2% | -13.1% | -15.1% |
| 6M | -38.6% | +22.4% | -61.0% | -49.5% |
| YTD | +31.2% | -4.8% | +36.1% | +23.3% |
| 1Y | +47.6% | -0.2% | +47.8% | +33.9% |
| 3Y | +6.6% | +57.9% | -51.3% | -33.4% |
| 5Y | +21.3% | -26.1% | +47.4% | +26.2% |
| 10Y | +533.3% | +184.8% | +348.5% | +185.4% |
| All | +468.0% | +243.6% | +224.4% | +136.6% |
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