+222.6%
ON vs U
-31.4%
+254.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.2% |
| 7D | -1.4% | +32.3% | -33.7% | -9.1% |
| 30D | -10.9% | +9.7% | -20.6% | -13.8% |
| 3M | -14.9% | +19.6% | -34.5% | -19.7% |
| 6M | -33.0% | +82.6% | -115.7% | -44.2% |
| YTD | +27.6% | +16.4% | +11.2% | +14.8% |
| 1Y | +44.5% | +28.5% | +16.0% | +25.9% |
| 3Y | +7.4% | +103.8% | -96.4% | -25.2% |
| 5Y | +18.7% | -70.0% | +88.8% | +14.6% |
| All | +222.6% | -31.4% | +254.1% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling