+47.6%
ON vs IT
-17.9%
+65.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -1.5% |
| 7D | -5.8% | -5.5% | -0.3% | -6.7% |
| 30D | -17.1% | +10.3% | -27.4% | -14.8% |
| 3M | -11.8% | +11.5% | -23.3% | -8.8% |
| 6M | -30.2% | +40.3% | -70.5% | -20.0% |
| YTD | +31.6% | -17.9% | +49.4% | +66.3% |
| 1Y | +47.6% | -8.8% | +56.4% | +77.5% |
| All | +47.6% | -17.9% | +65.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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