+50.8%
F vs ONON
-20.9%
+71.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.3% | -3.0% | +8.3% | +6.1% |
| 30D | +4.6% | -26.7% | +31.3% | +12.0% |
| 3M | -3.7% | -25.3% | +21.6% | +2.4% |
| 6M | +16.8% | -35.3% | +52.1% | +28.2% |
| YTD | +15.3% | -39.8% | +55.1% | +28.5% |
| 1Y | +31.0% | -39.2% | +70.2% | +44.6% |
| 3Y | +45.4% | -4.2% | +49.7% | +35.7% |
| All | +50.8% | -20.9% | +71.7% | +25.3% |
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