+107.0%
C vs ONON
-2.0%
+109.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +1.4% |
| 7D | -0.4% | -4.9% | +4.6% | +0.4% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | -9.1% | -10.5% | +1.4% | -8.1% |
| 6M | -1.6% | -1.5% | 0.0% | -2.5% |
| YTD | +6.9% | -25.3% | +32.3% | +10.5% |
| 1Y | +23.0% | -0.7% | +23.7% | +21.1% |
| 3Y | +216.1% | +29.0% | +187.2% | +194.2% |
| 5Y | +112.2% | -6.7% | +118.9% | +86.3% |
| All | +107.0% | -2.0% | +109.0% | +82.2% |
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 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