+131.9%
C vs ONON
-20.9%
+152.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +3.6% | -3.0% | +6.6% | +4.1% |
| 30D | +0.1% | -26.7% | +26.8% | +4.7% |
| 3M | +2.4% | -25.3% | +27.7% | +6.5% |
| 6M | +24.9% | -35.3% | +60.2% | +32.4% |
| YTD | +19.8% | -39.8% | +59.6% | +28.5% |
| 1Y | +44.9% | -39.2% | +84.1% | +54.4% |
| 3Y | +263.0% | -4.2% | +267.2% | +254.1% |
| All | +131.9% | -20.9% | +152.8% | +111.8% |
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