+145.9%
EWY vs ONON
-22.6%
+168.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.2% | +2.9% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | +7.3% | -11.6% | +18.9% | +9.5% |
| 3M | -5.1% | -30.1% | +25.0% | -0.1% |
| 6M | +42.1% | -30.5% | +72.6% | +49.6% |
| YTD | +94.1% | -41.0% | +135.1% | +109.5% |
| 1Y | +147.8% | -36.7% | +184.5% | +163.3% |
| 3Y | +222.9% | -8.6% | +231.5% | +215.4% |
| All | +145.9% | -22.6% | +168.5% | +124.9% |
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 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