+176.5%
COP vs ONON
-22.6%
+199.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +8.6% | -11.6% | +20.2% | +9.4% |
| 3M | +19.9% | -30.1% | +50.0% | +22.3% |
| 6M | +19.0% | -30.5% | +49.5% | +21.1% |
| YTD | +50.0% | -41.0% | +91.0% | +54.8% |
| 1Y | +50.5% | -36.7% | +87.2% | +54.0% |
| 3Y | +25.2% | -8.6% | +33.8% | +22.2% |
| All | +176.5% | -22.6% | +199.0% | +161.3% |
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