+38.7%
F vs ONON
-24.2%
+62.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.5% |
| 7D | -4.9% | -3.5% | -1.4% | -4.0% |
| 30D | -2.9% | -30.8% | +27.9% | +5.6% |
| 3M | -9.1% | -29.8% | +20.8% | -1.8% |
| 6M | +12.9% | -34.8% | +47.8% | +23.8% |
| YTD | +6.1% | -42.3% | +48.3% | +19.5% |
| 1Y | +22.5% | -39.5% | +62.1% | +35.4% |
| 3Y | +32.1% | -9.3% | +41.3% | +25.0% |
| All | +38.7% | -24.2% | +62.9% | +16.5% |
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