+43.9%
EXC vs ONON
-24.2%
+68.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.3% | -3.5% | +3.8% | +0.4% |
| 30D | -0.9% | -30.8% | +29.9% | -0.5% |
| 3M | -2.7% | -29.8% | +27.2% | -2.3% |
| 6M | -9.4% | -34.8% | +25.4% | -9.0% |
| YTD | +3.0% | -42.3% | +45.3% | +3.7% |
| 1Y | +5.1% | -39.5% | +44.7% | +5.6% |
| 3Y | +20.6% | -9.3% | +29.9% | +18.3% |
| All | +43.9% | -24.2% | +68.1% | +39.0% |
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