-24.5%
ON vs IR
+10.0%
-34.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.1% |
| 7D | +2.4% | -2.8% | +5.3% | +4.5% |
| 30D | -3.3% | -15.1% | +11.8% | +8.6% |
| 3M | -43.6% | +6.1% | -49.6% | -46.9% |
| 6M | +19.0% | -16.8% | +35.8% | +34.4% |
| YTD | +37.4% | -3.5% | +40.9% | +36.0% |
| 1Y | +54.8% | -3.5% | +58.3% | +52.6% |
| All | -24.5% | +10.0% | -34.5% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling