-35.4%
DOW vs ONON
-23.0%
-12.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | -2.9% | -1.7% | -1.3% | -2.7% |
| 30D | +2.0% | -27.4% | +29.3% | +5.7% |
| 3M | -12.5% | -26.5% | +14.0% | -9.7% |
| 6M | -9.2% | -34.2% | +25.0% | -5.5% |
| YTD | +30.8% | -41.3% | +72.1% | +38.4% |
| 1Y | +29.4% | -39.7% | +69.1% | +35.9% |
| 3Y | -34.6% | -7.8% | -26.7% | -36.4% |
| All | -35.4% | -23.0% | -12.5% | -41.0% |
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