+39.7%
IR vs ONON
-20.9%
+60.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -2.8% | -3.0% | +0.2% | -2.2% |
| 30D | -15.1% | -26.7% | +11.6% | -10.0% |
| 3M | +6.1% | -25.3% | +31.4% | +11.8% |
| 6M | -16.8% | -35.3% | +18.4% | -10.1% |
| YTD | -3.5% | -39.8% | +36.2% | +5.6% |
| 1Y | -3.5% | -39.2% | +35.7% | +4.9% |
| 3Y | +9.5% | -4.2% | +13.7% | +6.2% |
| All | +39.7% | -20.9% | +60.6% | +23.5% |
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