+196.2%
ON vs SIRI
-91.5%
+287.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.3% |
| 7D | -2.2% | +4.3% | -6.4% | -2.9% |
| 30D | -12.4% | -2.8% | -9.6% | -12.1% |
| 3M | -41.2% | +5.9% | -47.1% | -42.0% |
| 6M | +25.0% | +31.9% | -6.9% | +19.2% |
| YTD | +31.3% | +48.7% | -17.4% | +22.8% |
| 1Y | +45.4% | +23.2% | +22.2% | +39.9% |
| 3Y | -27.4% | -23.9% | -3.5% | -26.5% |
| 5Y | +58.5% | -43.4% | +101.9% | +64.2% |
| 10Y | +561.8% | -13.6% | +575.4% | +557.8% |
| All | +196.2% | -91.5% | +287.7% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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