+170.2%
COP vs ONON
-20.9%
+191.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +3.0% | -3.0% | +6.0% | +3.2% |
| 30D | +17.5% | -26.7% | +44.2% | +19.6% |
| 3M | +13.4% | -25.3% | +38.7% | +15.1% |
| 6M | +17.7% | -35.3% | +53.0% | +20.7% |
| YTD | +46.6% | -39.8% | +86.4% | +51.1% |
| 1Y | +44.6% | -39.2% | +83.8% | +48.6% |
| 3Y | +20.7% | -4.2% | +24.9% | +17.3% |
| All | +170.2% | -20.9% | +191.2% | +155.1% |
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