+535.7%
ON vs Z
-19.5%
+555.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +2.7% |
| 7D | -4.1% | -6.5% | +2.3% | -1.9% |
| 30D | -10.2% | -0.1% | -10.1% | -11.1% |
| 3M | -12.7% | -14.1% | +1.4% | -9.7% |
| 6M | -32.5% | -30.1% | -2.5% | -26.3% |
| YTD | +28.6% | -57.5% | +86.1% | +65.8% |
| 1Y | +43.4% | -60.3% | +103.7% | +89.6% |
| 3Y | +3.3% | -21.0% | +24.3% | -1.9% |
| 5Y | +22.5% | -54.9% | +77.4% | +35.7% |
| 10Y | +535.7% | -16.0% | +551.7% | +315.0% |
| All | +535.7% | -19.5% | +555.2% | +315.0% |
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