+46.8%
IR vs ONON
-11.9%
+58.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.3% |
| 7D | +4.2% | -11.9% | +16.1% | +7.0% |
| 30D | +8.1% | -6.8% | +14.9% | +9.5% |
| 3M | +0.7% | +6.6% | -6.0% | -1.0% |
| 6M | +16.6% | -2.2% | +18.8% | +15.8% |
| YTD | +7.8% | -28.9% | +36.6% | +13.9% |
| 1Y | +9.9% | -20.3% | +30.2% | +13.4% |
| 3Y | +25.2% | +22.9% | +2.3% | +14.8% |
| 5Y | +46.8% | -11.1% | +57.9% | +24.9% |
| All | +46.8% | -11.9% | +58.7% | +24.9% |
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