+2,926.4%
V vs ON
+1,298.1%
+1,628.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | +2.0% | -3.3% | +5.3% | +2.5% |
| 3M | +17.4% | -43.6% | +60.9% | +30.4% |
| 6M | +17.5% | +19.0% | -1.5% | +6.7% |
| YTD | +7.6% | +37.4% | -29.8% | -6.2% |
| 1Y | +7.7% | +54.8% | -47.0% | -9.8% |
| 3Y | +54.7% | -25.2% | +79.8% | +44.7% |
| 5Y | +73.0% | +62.7% | +10.3% | +21.3% |
| 10Y | +390.9% | +574.3% | -183.5% | +98.6% |
| All | +2,926.4% | +1,298.1% | +1,628.3% | +831.6% |
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 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