+43.7%
EXC vs ONON
-20.9%
+64.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.3% |
| 30D | -3.7% | -26.7% | +23.0% | -3.4% |
| 3M | -1.3% | -25.3% | +24.0% | -1.0% |
| 6M | -9.7% | -35.3% | +25.5% | -9.3% |
| YTD | +2.9% | -39.8% | +42.7% | +3.5% |
| 1Y | +4.4% | -39.2% | +43.6% | +4.9% |
| 3Y | +22.2% | -4.2% | +26.5% | +19.8% |
| All | +43.7% | -20.9% | +64.7% | +38.7% |
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