+100.4%
ONB vs SPY
+307.0%
-206.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.5% | +2.6% | -2.1% | -2.0% |
| 30D | +2.2% | -2.0% | +4.2% | +4.0% |
| 3M | -6.9% | -2.8% | -4.2% | -4.6% |
| 6M | +8.1% | +2.1% | +6.0% | +5.3% |
| YTD | +14.3% | +11.5% | +2.8% | +2.1% |
| 1Y | +23.4% | +13.5% | +10.0% | +8.4% |
| 3Y | +94.6% | +77.7% | +16.9% | +13.2% |
| 5Y | +59.8% | +72.6% | -12.8% | -5.3% |
| All | +100.4% | +307.0% | -206.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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