-27.5%
ON vs INDA
+8.1%
-35.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.8% |
| 7D | -1.9% | -2.6% | +0.7% | +1.1% |
| 30D | -11.0% | -2.9% | -8.1% | -8.1% |
| 3M | -39.3% | +2.4% | -41.7% | -40.5% |
| 6M | +19.8% | -2.6% | +22.5% | +23.1% |
| YTD | +31.1% | -10.0% | +41.0% | +45.7% |
| 1Y | +46.0% | -7.7% | +53.7% | +57.1% |
| All | -27.5% | +8.1% | -35.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling