+110.3%
C vs ONON
-1.9%
+112.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.4% | -10.1% | +9.7% | +1.2% |
| 30D | -5.3% | -1.8% | -3.5% | -5.2% |
| 3M | -8.0% | +12.3% | -20.3% | -10.0% |
| 6M | -0.3% | +2.0% | -2.2% | -1.8% |
| YTD | +8.6% | -25.3% | +34.0% | +12.3% |
| 1Y | +25.8% | -1.3% | +27.2% | +24.0% |
| 3Y | +221.2% | +29.0% | +192.1% | +198.9% |
| 5Y | +113.6% | -6.2% | +119.8% | +87.4% |
| All | +110.3% | -1.9% | +112.2% | +85.1% |
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 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