+116.2%
B vs ONON
-7.5%
+123.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -10.1% | +7.5% | -1.7% |
| 30D | -4.3% | -1.8% | -2.5% | -4.2% |
| 3M | -2.3% | +12.3% | -14.6% | -3.4% |
| 6M | -16.2% | +2.0% | -18.2% | -16.7% |
| YTD | -8.8% | -25.3% | +16.5% | -7.3% |
| 1Y | +11.4% | -1.3% | +12.7% | +10.8% |
| 3Y | +174.3% | +29.0% | +145.3% | +163.5% |
| 5Y | +116.2% | -6.2% | +122.4% | +103.1% |
| All | +116.2% | -7.5% | +123.7% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling