+561.8%
ON vs Z
-7.0%
+568.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -2.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.0% |
| 30D | -12.4% | -3.7% | -8.7% | -11.9% |
| 3M | -41.2% | -7.0% | -34.2% | -41.3% |
| 6M | +25.0% | -29.5% | +54.5% | +37.3% |
| YTD | +31.3% | -52.6% | +83.8% | +64.8% |
| 1Y | +45.4% | -64.0% | +109.4% | +102.3% |
| 3Y | -27.4% | -36.4% | +9.0% | -23.7% |
| 5Y | +58.5% | -65.8% | +124.2% | +91.2% |
| 10Y | +561.8% | -5.8% | +567.6% | +338.3% |
| All | +561.8% | -7.0% | +568.8% | +338.3% |
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