+49.6%
ON vs NI
+94.6%
-45.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -13.5% | -1.4% | -12.1% | -13.1% |
| 3M | -36.3% | -10.6% | -25.7% | -34.5% |
| 6M | +17.8% | -9.9% | +27.7% | +20.6% |
| YTD | +29.6% | +1.2% | +28.4% | +27.9% |
| 1Y | +45.8% | +4.4% | +41.4% | +42.3% |
| 3Y | -28.3% | +68.6% | -96.9% | -41.5% |
| 5Y | +49.6% | +98.0% | -48.4% | +25.8% |
| All | +49.6% | +94.6% | -45.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling