+130.2%
C vs ONON
-23.0%
+153.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +3.2% | -1.7% | +4.8% | +3.4% |
| 30D | +1.3% | -27.4% | +28.7% | +6.1% |
| 3M | +3.1% | -26.5% | +29.6% | +7.5% |
| 6M | +29.6% | -34.2% | +63.8% | +37.0% |
| YTD | +19.0% | -41.3% | +60.3% | +28.1% |
| 1Y | +45.6% | -39.7% | +85.3% | +55.4% |
| 3Y | +269.3% | -7.8% | +277.1% | +262.5% |
| All | +130.2% | -23.0% | +153.2% | +111.2% |
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