+209.9%
ON vs IT
+1,185.7%
-975.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +3.1% |
| 7D | +2.4% | -6.0% | +8.5% | +5.2% |
| 30D | -3.3% | 0.0% | -3.3% | -4.2% |
| 3M | -43.6% | +13.1% | -56.6% | -50.2% |
| 6M | +19.0% | +11.7% | +7.3% | +2.1% |
| YTD | +37.4% | -26.1% | +63.5% | +41.8% |
| 1Y | +54.8% | -21.3% | +76.0% | +53.7% |
| 3Y | -25.2% | -46.7% | +21.6% | -12.4% |
| 5Y | +62.7% | -40.5% | +103.2% | +83.1% |
| 10Y | +574.3% | +103.9% | +470.4% | +312.4% |
| All | +209.9% | +1,185.7% | -975.7% | -25.9% |
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