-25.7%
EW vs ONON
-20.9%
-4.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.3% | -3.0% | +2.6% | +0.1% |
| 30D | +1.0% | -26.7% | +27.8% | +5.7% |
| 3M | +2.8% | -25.3% | +28.1% | +7.0% |
| 6M | +5.5% | -35.3% | +40.7% | +12.0% |
| YTD | +5.5% | -39.8% | +45.2% | +13.1% |
| 1Y | +11.0% | -39.2% | +50.3% | +18.3% |
| 3Y | +17.7% | -4.2% | +21.9% | +11.0% |
| All | -25.7% | -20.9% | -4.8% | -33.2% |
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 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