-27.5%
ON vs IT
-52.2%
+24.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | 0.0% |
| 7D | -1.9% | -9.1% | +7.3% | -1.2% |
| 30D | -11.0% | -12.2% | +1.1% | -10.2% |
| 3M | -39.3% | +7.8% | -47.1% | -39.6% |
| 6M | +19.8% | +2.0% | +17.9% | +19.6% |
| YTD | +31.1% | -32.7% | +63.8% | +52.5% |
| 1Y | +46.0% | -31.1% | +77.1% | +67.3% |
| All | -27.5% | -52.2% | +24.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling