+190.0%
ON vs IT
+1,202.9%
-1,012.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -4.1% | -7.5% | +3.4% | -0.6% |
| 30D | -10.2% | -1.2% | -9.0% | -11.1% |
| 3M | -12.7% | -2.2% | -10.5% | -14.6% |
| 6M | -32.5% | +19.1% | -51.6% | -44.3% |
| YTD | +28.6% | -25.1% | +53.7% | +28.8% |
| 1Y | +43.4% | -17.4% | +60.8% | +36.3% |
| 3Y | +3.3% | -54.1% | +57.4% | +28.6% |
| 5Y | +22.5% | -42.7% | +65.2% | +37.5% |
| 10Y | +535.7% | +88.1% | +447.6% | +294.7% |
| All | +190.0% | +1,202.9% | -1,012.9% | -32.7% |
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