+8.5%
IR vs ONON
-6.6%
+15.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.1% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | -13.6% | -27.4% | +13.8% | -7.7% |
| 3M | +3.7% | -26.5% | +30.2% | +10.2% |
| 6M | -13.1% | -34.2% | +21.2% | -5.8% |
| YTD | -5.1% | -41.3% | +36.2% | +5.1% |
| 1Y | -6.5% | -39.7% | +33.2% | +2.7% |
| 3Y | +8.5% | -7.8% | +16.3% | +9.4% |
| All | +8.5% | -6.6% | +15.1% | +9.4% |
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