+523.3%
ON vs Z
-16.5%
+539.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.9% |
| 7D | +12.2% | +0.8% | +11.4% | +11.8% |
| 30D | -3.1% | +5.2% | -8.3% | -5.8% |
| 3M | -12.9% | -17.0% | +4.2% | -8.5% |
| 6M | -38.6% | -22.7% | -15.9% | -35.3% |
| YTD | +31.2% | -56.3% | +87.5% | +67.5% |
| 1Y | +47.6% | -57.7% | +105.3% | +90.4% |
| 3Y | +6.6% | -16.5% | +23.2% | -1.0% |
| 5Y | +21.3% | -53.4% | +74.7% | +32.6% |
| All | +523.3% | -16.5% | +539.8% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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