+175.8%
COP vs ONON
-24.2%
+200.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +1.0% | -5.3% | +6.3% | +1.3% |
| 30D | +9.6% | -13.1% | +22.7% | +10.5% |
| 3M | +15.0% | -29.3% | +44.4% | +17.2% |
| 6M | +21.8% | -34.5% | +56.3% | +24.5% |
| YTD | +49.6% | -42.2% | +91.9% | +54.6% |
| 1Y | +49.9% | -37.3% | +87.2% | +53.3% |
| 3Y | +22.6% | -9.3% | +31.9% | +19.7% |
| All | +175.8% | -24.2% | +200.0% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling