+47.6%
ON vs TTWO
-18.4%
+66.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -1.5% |
| 7D | -5.8% | +7.0% | -12.8% | -5.4% |
| 30D | -17.1% | +2.7% | -19.8% | -16.9% |
| 3M | -11.8% | -13.0% | +1.2% | -12.0% |
| 6M | -30.2% | -7.2% | -23.0% | -30.4% |
| YTD | +31.6% | -18.4% | +50.0% | +36.6% |
| 1Y | +47.6% | -17.2% | +64.8% | +52.5% |
| All | +47.6% | -18.4% | +66.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling