+378.9%
ON vs IR
+274.4%
+104.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.3% |
| 7D | -1.9% | -1.9% | 0.0% | -0.5% |
| 30D | -11.0% | -15.0% | +4.0% | 0.0% |
| 3M | -39.3% | -0.4% | -38.9% | -39.8% |
| 6M | +19.8% | -15.0% | +34.9% | +32.8% |
| YTD | +31.1% | -7.1% | +38.1% | +34.6% |
| 1Y | +46.0% | -7.5% | +53.5% | +50.1% |
| 3Y | -27.5% | +6.3% | -33.8% | -33.2% |
| 5Y | +56.9% | +37.3% | +19.6% | +22.0% |
| All | +378.9% | +274.4% | +104.6% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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