+106.7%
COST vs ONON
-24.2%
+130.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -2.5% | -5.3% | +2.8% | -1.9% |
| 30D | -4.4% | -13.1% | +8.7% | -2.9% |
| 3M | -8.1% | -29.3% | +21.3% | -4.8% |
| 6M | -9.2% | -34.5% | +25.3% | -5.5% |
| YTD | +5.1% | -42.2% | +47.3% | +10.9% |
| 1Y | -5.1% | -37.3% | +32.3% | -1.3% |
| 3Y | +70.4% | -9.3% | +79.6% | +64.2% |
| All | +106.7% | -24.2% | +130.8% | +86.5% |
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