+65.8%
MAR vs ONON
-10.5%
+76.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -2.1% | -5.3% | +3.2% | -1.2% |
| 30D | -5.7% | -13.1% | +7.5% | -3.4% |
| 3M | -14.6% | -29.3% | +14.7% | -10.0% |
| 6M | +1.3% | -34.5% | +35.9% | +7.7% |
| YTD | +6.7% | -42.2% | +48.9% | +15.7% |
| 1Y | +26.4% | -37.3% | +63.8% | +34.6% |
| All | +65.8% | -10.5% | +76.3% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling