+401.9%
ON vs IR
+288.5%
+113.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | -43.6% | +6.1% | -49.6% | -46.6% |
| 6M | +19.0% | -16.8% | +35.8% | +34.1% |
| YTD | +37.4% | -3.5% | +40.9% | +37.3% |
| 1Y | +54.8% | -3.5% | +58.3% | +54.2% |
| 3Y | -25.2% | +9.5% | -34.6% | -32.5% |
| 5Y | +62.7% | +45.1% | +17.6% | +21.6% |
| All | +401.9% | +288.5% | +113.4% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling