+579.9%
ON vs USFR
+28.0%
+551.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -11.0% | +0.3% | -11.3% | -11.0% |
| 3M | -39.3% | +1.0% | -40.3% | -39.4% |
| 6M | +19.8% | +1.9% | +17.9% | +19.4% |
| YTD | +31.1% | +2.7% | +28.4% | +30.2% |
| 1Y | +46.0% | +4.0% | +42.0% | +44.4% |
| 3Y | -27.5% | +14.0% | -41.5% | -32.3% |
| 5Y | +56.9% | +20.4% | +36.5% | +37.5% |
| All | +579.9% | +28.0% | +551.9% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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