+7.6%
LOW vs ONON
-23.0%
+30.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | +0.4% | -1.7% | +2.0% | +0.7% |
| 30D | -10.1% | -27.4% | +17.3% | -5.6% |
| 3M | -2.9% | -26.5% | +23.7% | +1.7% |
| 6M | -19.4% | -34.2% | +14.8% | -14.4% |
| YTD | -15.4% | -41.3% | +25.9% | -8.6% |
| 1Y | -24.9% | -39.7% | +14.7% | -19.7% |
| 3Y | -7.8% | -7.8% | 0.0% | -11.0% |
| All | +7.6% | -23.0% | +30.6% | -3.5% |
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