+523.3%
ON vs INDA
+115.4%
+407.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +12.2% | +1.1% | +11.1% | +11.1% |
| 30D | -3.1% | +9.4% | -12.5% | -11.9% |
| 3M | -12.9% | +2.9% | -15.8% | -15.6% |
| 6M | -38.6% | +7.2% | -45.8% | -42.6% |
| YTD | +31.2% | -4.8% | +36.0% | +38.2% |
| 1Y | +47.6% | -5.1% | +52.7% | +55.5% |
| 3Y | +6.6% | +16.7% | -10.0% | -9.0% |
| 5Y | +21.3% | +8.8% | +12.5% | +13.5% |
| All | +523.3% | +115.4% | +407.9% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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