+629.3%
ON vs TTWO
+406.5%
+222.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.8% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -8.6% | -11.3% | +2.7% | -4.2% |
| 3M | -34.3% | +1.6% | -35.9% | -35.5% |
| 6M | +28.5% | +2.1% | +26.5% | +24.8% |
| YTD | +40.6% | -15.8% | +56.5% | +47.5% |
| 1Y | +55.3% | -12.6% | +67.9% | +59.8% |
| 3Y | -22.2% | +48.2% | -70.4% | -38.4% |
| 5Y | +62.4% | +40.0% | +22.4% | +27.7% |
| All | +629.3% | +406.5% | +222.8% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling