+523.3%
ON vs USB
+83.8%
+439.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.2% |
| 7D | +12.2% | +2.6% | +9.7% | +10.4% |
| 30D | -3.1% | +8.4% | -11.5% | -8.4% |
| 3M | -12.9% | -5.5% | -7.3% | -9.3% |
| 6M | -38.6% | +17.7% | -56.3% | -45.6% |
| YTD | +31.2% | +17.6% | +13.7% | +15.7% |
| 1Y | +47.6% | +33.9% | +13.8% | +18.8% |
| 3Y | +6.6% | +103.8% | -97.2% | -35.8% |
| 5Y | +21.3% | +25.6% | -4.3% | -0.3% |
| All | +523.3% | +83.8% | +439.5% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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