-22.2%
ON vs MKTX
-25.3%
+3.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -8.6% | +0.7% | -9.3% | -8.6% |
| 3M | -34.3% | +40.8% | -75.1% | -32.5% |
| 6M | +28.5% | -8.0% | +36.5% | +29.0% |
| YTD | +40.6% | -8.7% | +49.3% | +41.0% |
| 1Y | +55.3% | -11.8% | +67.2% | +56.2% |
| 3Y | -22.2% | -24.0% | +1.8% | -17.4% |
| All | -22.2% | -25.3% | +3.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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