+42.2%
EXC vs ONON
-22.6%
+64.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -1.1% | -2.1% | +1.0% | -1.1% |
| 30D | -3.6% | -11.6% | +8.0% | -3.5% |
| 3M | -4.3% | -30.1% | +25.8% | -3.9% |
| 6M | -9.9% | -30.5% | +20.6% | -9.6% |
| YTD | +1.8% | -41.0% | +42.8% | +2.4% |
| 1Y | +2.9% | -36.7% | +39.6% | +3.3% |
| 3Y | +19.1% | -8.6% | +27.7% | +16.9% |
| All | +42.2% | -22.6% | +64.7% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling