+629.3%
ON vs IT
+103.1%
+526.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.3% | +3.3% | +6.0% |
| 7D | +2.4% | -3.7% | +6.0% | +4.2% |
| 30D | -8.6% | +0.1% | -8.7% | -9.3% |
| 3M | -34.3% | +20.7% | -55.0% | -44.5% |
| 6M | +28.5% | +12.0% | +16.6% | +8.8% |
| YTD | +40.6% | -28.8% | +69.4% | +54.9% |
| 1Y | +55.3% | -25.5% | +80.8% | +64.4% |
| 3Y | -22.2% | -48.8% | +26.6% | -0.1% |
| 5Y | +62.4% | -42.7% | +105.1% | +92.5% |
| All | +629.3% | +103.1% | +526.2% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling