-36.6%
DOW vs ONON
-22.6%
-14.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.3% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | -3.9% | -11.6% | +7.7% | -2.5% |
| 3M | -12.7% | -30.1% | +17.4% | -9.2% |
| 6M | -13.7% | -30.5% | +16.8% | -10.9% |
| YTD | +28.4% | -41.0% | +69.4% | +35.7% |
| 1Y | +21.8% | -36.7% | +58.5% | +26.9% |
| 3Y | -35.7% | -8.6% | -27.1% | -37.5% |
| All | -36.6% | -22.6% | -14.0% | -42.1% |
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