+327.2%
ON vs IR
+322.3%
+4.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.5% |
| 7D | -11.7% | +3.7% | -15.3% | -13.9% |
| 30D | -23.3% | +7.4% | -30.7% | -27.2% |
| 3M | -19.2% | -5.9% | -13.2% | -15.7% |
| 6M | -40.1% | +5.6% | -45.7% | -43.2% |
| YTD | +16.9% | +4.8% | +12.1% | +10.0% |
| 1Y | +29.7% | +6.9% | +22.8% | +20.0% |
| 3Y | -4.4% | +27.6% | -32.0% | -22.5% |
| 5Y | +7.1% | +45.8% | -38.7% | -20.9% |
| All | +327.2% | +322.3% | +4.9% | +89.1% |
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