+34.6%
IR vs ONON
-24.2%
+58.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | -1.9% | -3.5% | +1.6% | -1.2% |
| 30D | -15.0% | -30.8% | +15.7% | -8.8% |
| 3M | -0.4% | -29.8% | +29.4% | +6.4% |
| 6M | -15.0% | -34.8% | +19.8% | -8.3% |
| YTD | -7.1% | -42.3% | +35.2% | +2.7% |
| 1Y | -7.5% | -39.5% | +32.0% | +0.6% |
| 3Y | +6.3% | -9.3% | +15.6% | +4.3% |
| All | +34.6% | -24.2% | +58.8% | +20.0% |
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