+34.1%
COP vs ONON
+24.8%
+9.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +4.4% | -10.0% | +14.4% | +4.6% |
| 30D | 0.0% | -5.3% | +5.2% | 0.0% |
| 3M | +15.0% | +6.5% | +8.6% | +14.8% |
| 6M | +22.0% | -5.0% | +27.0% | +21.6% |
| YTD | +55.3% | -27.6% | +83.0% | +58.3% |
| 1Y | +64.1% | -20.7% | +84.8% | +65.7% |
| 3Y | +34.1% | +26.6% | +7.4% | +32.2% |
| All | +34.1% | +24.8% | +9.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling