+157.8%
B vs ONON
-22.6%
+180.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | +6.3% | -11.6% | +18.0% | +7.4% |
| 3M | +12.1% | -30.1% | +42.2% | +15.0% |
| 6M | -3.1% | -30.5% | +27.4% | -0.8% |
| YTD | +2.0% | -41.0% | +43.0% | +5.6% |
| 1Y | +51.7% | -36.7% | +88.4% | +55.9% |
| 3Y | +190.5% | -8.6% | +199.1% | +187.8% |
| All | +157.8% | -22.6% | +180.4% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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