+46.2%
EEM vs ONON
-22.6%
+68.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +2.1% | -11.6% | +13.7% | +3.7% |
| 3M | +1.0% | -30.1% | +31.1% | +5.4% |
| 6M | +15.9% | -30.5% | +46.4% | +20.6% |
| YTD | +24.6% | -41.0% | +65.7% | +32.4% |
| 1Y | +32.3% | -36.7% | +69.0% | +38.7% |
| 3Y | +85.9% | -8.6% | +94.5% | +79.8% |
| All | +46.2% | -22.6% | +68.8% | +34.2% |
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