+196.1%
ON vs IT
+1,225.2%
-1,029.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +12.2% | +1.1% | +11.2% | +11.7% |
| 30D | -3.1% | -1.8% | -1.3% | -3.7% |
| 3M | -12.9% | +4.8% | -17.7% | -17.3% |
| 6M | -38.6% | +33.0% | -71.6% | -51.8% |
| YTD | +31.2% | -23.8% | +55.1% | +30.5% |
| 1Y | +47.6% | -16.5% | +64.2% | +39.8% |
| 3Y | +6.6% | -53.6% | +60.3% | +32.2% |
| 5Y | +21.3% | -42.1% | +63.4% | +35.6% |
| 10Y | +533.3% | +90.1% | +443.2% | +291.5% |
| All | +196.1% | +1,225.2% | -1,029.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling