+1,836.8%
ON vs MKTX
+1,445.7%
+391.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -12.4% | +1.0% | -13.4% | -12.7% |
| 3M | -41.2% | +41.3% | -82.5% | -47.3% |
| 6M | +25.0% | -11.3% | +36.3% | +26.8% |
| YTD | +31.3% | -8.6% | +39.8% | +31.7% |
| 1Y | +45.4% | -11.1% | +56.5% | +46.2% |
| 3Y | -27.4% | -24.5% | -2.9% | -26.6% |
| 5Y | +58.5% | -61.4% | +119.9% | +91.9% |
| 10Y | +561.8% | +6.8% | +555.0% | +481.4% |
| All | +1,836.8% | +1,445.7% | +391.1% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling