+148.6%
EWY vs ONON
-24.2%
+172.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | +6.7% | -3.5% | +10.1% | +7.3% |
| 30D | +17.0% | -30.8% | +47.7% | +23.7% |
| 3M | +3.7% | -29.8% | +33.5% | +9.1% |
| 6M | +42.5% | -34.8% | +77.3% | +51.6% |
| YTD | +96.2% | -42.3% | +138.5% | +112.5% |
| 1Y | +160.4% | -39.5% | +199.9% | +178.7% |
| 3Y | +231.7% | -9.3% | +241.0% | +224.4% |
| All | +148.6% | -24.2% | +172.8% | +128.1% |
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