+366.3%
ON vs IR
+342.0%
+24.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +5.7% |
| 7D | -1.4% | +5.0% | -6.4% | -4.5% |
| 30D | -10.9% | +10.3% | -21.2% | -16.9% |
| 3M | -14.9% | -0.1% | -14.8% | -14.8% |
| 6M | -33.0% | +14.8% | -47.8% | -40.2% |
| YTD | +27.6% | +9.7% | +17.9% | +16.3% |
| 1Y | +44.5% | +12.2% | +32.3% | +29.3% |
| 3Y | +7.4% | +30.0% | -22.6% | -14.0% |
| 5Y | +18.7% | +46.8% | -28.1% | -12.8% |
| All | +366.3% | +342.0% | +24.3% | +99.9% |
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