+447.4%
ONB vs SPY
+3,034.0%
-2,586.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.5% | +2.6% | -2.1% | -1.7% |
| 30D | +2.2% | -2.0% | +4.2% | +3.8% |
| 3M | -6.9% | -2.8% | -4.2% | -4.9% |
| 6M | +8.1% | +2.1% | +6.0% | +5.7% |
| YTD | +14.3% | +11.5% | +2.8% | +3.8% |
| 1Y | +23.4% | +13.5% | +10.0% | +10.5% |
| 3Y | +94.6% | +77.7% | +16.9% | +21.4% |
| 5Y | +59.8% | +72.6% | -12.8% | +1.2% |
| 10Y | +105.3% | +308.2% | -202.9% | -35.1% |
| All | +447.4% | +3,034.0% | -2,586.6% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling