+139.0%
MAR vs ONON
-24.2%
+163.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -0.5% | -3.5% | +3.0% | +0.2% |
| 30D | -4.7% | -30.8% | +26.1% | +1.4% |
| 3M | -15.6% | -29.8% | +14.2% | -10.7% |
| 6M | +1.2% | -34.8% | +36.0% | +8.1% |
| YTD | +7.5% | -42.3% | +49.7% | +17.2% |
| 1Y | +26.6% | -39.5% | +66.2% | +36.1% |
| 3Y | +66.0% | -9.3% | +75.3% | +61.4% |
| All | +139.0% | -24.2% | +163.2% | +119.4% |
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