+806.0%
ON vs USFR
+27.5%
+778.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -3.3% | +0.3% | -3.6% | -3.4% |
| 3M | -43.6% | +1.0% | -44.6% | -43.8% |
| 6M | +19.0% | +1.9% | +17.0% | +18.0% |
| YTD | +37.4% | +2.6% | +34.7% | +35.9% |
| 1Y | +54.8% | +4.0% | +50.8% | +52.3% |
| 3Y | -25.2% | +14.1% | -39.3% | -29.6% |
| 5Y | +62.7% | +20.4% | +42.3% | +48.2% |
| 10Y | +574.3% | +28.0% | +546.3% | +498.4% |
| All | +806.0% | +27.5% | +778.4% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling