+5.5%
LOW vs ONON
-22.6%
+28.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -3.7% | -2.1% | -1.7% | -3.4% |
| 30D | -8.9% | -11.6% | +2.7% | -7.0% |
| 3M | -10.4% | -30.1% | +19.7% | -5.4% |
| 6M | -19.4% | -30.5% | +11.1% | -15.1% |
| YTD | -17.1% | -41.0% | +23.9% | -10.5% |
| 1Y | -26.3% | -36.7% | +10.4% | -21.7% |
| 3Y | -9.9% | -8.6% | -1.3% | -12.9% |
| All | +5.5% | -22.6% | +28.0% | -5.5% |
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 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