+845.9%
QQQ vs ON
+185.7%
+660.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.9% |
| 7D | +1.5% | -2.2% | +3.7% | +2.0% |
| 30D | -0.6% | -12.4% | +11.8% | +2.1% |
| 3M | +0.4% | -41.2% | +41.6% | +10.8% |
| 6M | +20.1% | +25.0% | -4.9% | +11.7% |
| YTD | +17.2% | +31.3% | -14.1% | +7.5% |
| 1Y | +24.7% | +45.4% | -20.7% | +11.2% |
| 3Y | +96.2% | -27.4% | +123.6% | +93.1% |
| 5Y | +94.4% | +58.5% | +35.9% | +58.5% |
| 10Y | +556.7% | +561.8% | -5.1% | +276.3% |
| All | +845.9% | +185.7% | +660.2% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling