+304.8%
SPY vs ON
+512.2%
-207.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.6% | -4.1% | +3.5% | +0.2% |
| 30D | -3.7% | -10.2% | +6.5% | -1.7% |
| 3M | -2.7% | -12.7% | +10.0% | -0.7% |
| 6M | +2.2% | -32.5% | +34.7% | +7.8% |
| YTD | +10.8% | +28.6% | -17.7% | -0.4% |
| 1Y | +11.2% | +43.4% | -32.2% | -2.9% |
| 3Y | +76.5% | +3.3% | +73.2% | +56.6% |
| 5Y | +72.9% | +22.5% | +50.4% | +38.6% |
| 10Y | +304.8% | +535.7% | -230.9% | +109.9% |
| All | +304.8% | +512.2% | -207.4% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling