+94.5%
QQQ vs ON
+57.7%
+36.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | -0.6% | -11.0% | +10.4% | +2.5% |
| 3M | +1.3% | -39.3% | +40.6% | +13.9% |
| 6M | +18.1% | +19.8% | -1.7% | +7.6% |
| YTD | +16.9% | +31.1% | -14.2% | +3.0% |
| 1Y | +24.0% | +46.0% | -22.0% | +4.9% |
| 3Y | +95.6% | -27.5% | +123.1% | +90.8% |
| 5Y | +94.5% | +56.9% | +37.6% | +41.7% |
| All | +94.5% | +57.7% | +36.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling