+132.0%
C vs ONON
-24.2%
+156.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +2.6% | -3.5% | +6.0% | +3.2% |
| 30D | +1.9% | -30.8% | +32.7% | +7.6% |
| 3M | +2.8% | -29.8% | +32.6% | +8.0% |
| 6M | +30.6% | -34.8% | +65.4% | +38.2% |
| YTD | +19.9% | -42.3% | +62.1% | +29.4% |
| 1Y | +44.6% | -39.5% | +84.1% | +54.2% |
| 3Y | +272.1% | -9.3% | +281.4% | +266.2% |
| All | +132.0% | -24.2% | +156.2% | +113.3% |
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