+319.7%
SPY vs ON
+564.6%
-245.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.4% | -1.9% | +1.5% | 0.0% |
| 30D | -1.4% | -11.0% | +9.7% | +1.0% |
| 3M | +3.7% | -39.3% | +43.0% | +13.6% |
| 6M | +13.0% | +19.8% | -6.8% | +4.5% |
| YTD | +12.4% | +31.1% | -18.7% | +1.3% |
| 1Y | +18.5% | +46.0% | -27.5% | +3.4% |
| 3Y | +77.6% | -27.5% | +105.1% | +71.7% |
| 5Y | +81.7% | +56.9% | +24.8% | +37.5% |
| 10Y | +319.7% | +591.8% | -272.2% | +111.9% |
| All | +319.7% | +564.6% | -245.0% | +111.9% |
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