+705.0%
ON vs INDA
+115.1%
+589.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +0.7% | +1.7% | +1.8% |
| 30D | -3.3% | -0.8% | -2.5% | -2.7% |
| 3M | -43.6% | +3.9% | -47.5% | -45.1% |
| 6M | +19.0% | -0.7% | +19.7% | +20.2% |
| YTD | +37.4% | -7.7% | +45.0% | +47.0% |
| 1Y | +54.8% | -5.1% | +59.9% | +61.6% |
| 3Y | -25.2% | +13.6% | -38.8% | -31.9% |
| 5Y | +62.7% | +7.8% | +54.9% | +57.9% |
| 10Y | +574.3% | +84.6% | +489.7% | +364.2% |
| All | +705.0% | +115.1% | +589.8% | +411.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling