+72.6%
SPY vs ON
+19.2%
+53.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.3% | +0.3% |
| 7D | +2.6% | +12.2% | -9.6% | +0.2% |
| 30D | -2.0% | -3.1% | +1.2% | -1.7% |
| 3M | -2.8% | -12.9% | +10.1% | -0.9% |
| 6M | +2.1% | -38.6% | +40.7% | +9.4% |
| YTD | +11.5% | +31.2% | -19.7% | +0.1% |
| 1Y | +13.5% | +47.6% | -34.2% | -1.0% |
| 3Y | +77.7% | +6.6% | +71.1% | +56.2% |
| All | +72.6% | +19.2% | +53.3% | +36.6% |
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