+37.5%
F vs ONON
-6.6%
+44.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.7% | -3.7% |
| 7D | +1.2% | -1.7% | +2.8% | +1.5% |
| 30D | +1.2% | -27.4% | +28.6% | +7.6% |
| 3M | -5.7% | -26.5% | +20.9% | -0.2% |
| 6M | +17.9% | -34.2% | +52.2% | +27.1% |
| YTD | +10.4% | -41.3% | +51.7% | +21.6% |
| 1Y | +25.3% | -39.7% | +65.0% | +36.7% |
| 3Y | +37.5% | -7.8% | +45.3% | +30.7% |
| All | +37.5% | -6.6% | +44.1% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling