+47.6%
EEM vs ONON
-24.2%
+71.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +2.0% | -3.5% | +5.4% | +2.5% |
| 30D | +5.1% | -30.8% | +35.9% | +10.0% |
| 3M | +4.6% | -29.8% | +34.4% | +9.0% |
| 6M | +17.8% | -34.8% | +52.6% | +23.6% |
| YTD | +25.8% | -42.3% | +68.1% | +34.0% |
| 1Y | +36.4% | -39.5% | +75.9% | +43.9% |
| 3Y | +90.0% | -9.3% | +99.3% | +83.9% |
| All | +47.6% | -24.2% | +71.8% | +35.9% |
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