+196.2%
ON vs NI
+1,562.5%
-1,366.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.7% | -5.1% |
| 7D | -2.2% | +2.3% | -4.5% | -3.4% |
| 30D | -12.4% | -1.7% | -10.8% | -11.6% |
| 3M | -41.2% | -8.0% | -33.2% | -38.8% |
| 6M | +25.0% | -8.6% | +33.6% | +30.1% |
| YTD | +31.3% | +2.3% | +28.9% | +28.1% |
| 1Y | +45.4% | +6.9% | +38.5% | +37.9% |
| 3Y | -27.4% | +70.6% | -98.0% | -48.8% |
| 5Y | +58.5% | +96.4% | -37.9% | +0.5% |
| 10Y | +561.8% | +136.1% | +425.7% | +246.0% |
| All | +196.2% | +1,562.5% | -1,366.3% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling