+3.3%
ON vs IT
-53.1%
+56.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -4.1% | -7.5% | +3.4% | -3.7% |
| 30D | -10.2% | -1.2% | -9.0% | -10.6% |
| 3M | -12.7% | -2.2% | -10.5% | -13.2% |
| 6M | -32.5% | +19.1% | -51.6% | -33.9% |
| YTD | +28.6% | -25.1% | +53.7% | +49.2% |
| 1Y | +43.4% | -17.4% | +60.8% | +58.5% |
| 3Y | +3.3% | -54.1% | +57.4% | +53.3% |
| All | +3.3% | -53.1% | +56.4% | +53.3% |
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