+627.7%
GEV vs ONON
-22.2%
+649.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | +3.2% | -3.5% | +6.6% | +4.3% |
| 30D | -4.0% | -30.8% | +26.8% | +6.9% |
| 3M | +3.4% | -29.8% | +33.2% | +13.8% |
| 6M | +14.7% | -34.8% | +49.5% | +28.5% |
| YTD | +45.8% | -42.3% | +88.0% | +69.9% |
| 1Y | +57.4% | -39.5% | +96.9% | +79.0% |
| All | +627.7% | -22.2% | +649.8% | +687.2% |
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