+45.4%
ON vs IR
-7.1%
+52.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -12.4% | -13.6% | +1.2% | -5.6% |
| 3M | -41.2% | +3.7% | -44.9% | -43.3% |
| 6M | +25.0% | -13.1% | +38.0% | +32.0% |
| YTD | +31.3% | -5.1% | +36.4% | +30.3% |
| 1Y | +45.4% | -6.5% | +51.9% | +47.9% |
| All | +45.4% | -7.1% | +52.5% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling