-15.7%
F vs ONON
-2.2%
-13.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.6% | +10.6% | -9.0% | -1.0% |
| 30D | +2.6% | +12.5% | -9.8% | -0.5% |
| 3M | -8.8% | +0.1% | -8.9% | -9.8% |
| 6M | +4.6% | +3.6% | +1.0% | +2.4% |
| YTD | -1.9% | -19.6% | +17.7% | +1.6% |
| 1Y | -0.8% | +5.2% | -6.0% | -4.3% |
| 3Y | +43.5% | +33.1% | +10.3% | +22.8% |
| All | -15.7% | -2.2% | -13.5% | -35.9% |
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