+163.2%
B vs ONON
-24.2%
+187.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.0% | -3.5% | +4.5% | +1.3% |
| 30D | +9.5% | -30.8% | +40.3% | +12.5% |
| 3M | +14.3% | -29.8% | +44.2% | +17.2% |
| 6M | -1.9% | -34.8% | +32.9% | +0.9% |
| YTD | +4.1% | -42.3% | +46.3% | +7.9% |
| 1Y | +56.1% | -39.5% | +95.6% | +61.0% |
| 3Y | +202.0% | -9.3% | +211.3% | +199.4% |
| All | +163.2% | -24.2% | +187.4% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling