-3.6%
COST vs ONON
-37.3%
+33.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -3.1% | -3.0% | -0.2% | -3.1% |
| 30D | -2.8% | -26.7% | +23.9% | -2.3% |
| 3M | -5.7% | -25.3% | +19.6% | -5.3% |
| 6M | -8.8% | -35.3% | +26.5% | -8.3% |
| YTD | +6.7% | -39.8% | +46.4% | +7.3% |
| 1Y | -3.6% | -39.2% | +35.6% | -1.6% |
| All | -3.6% | -37.3% | +33.7% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling