+65.5%
META vs ONON
-23.0%
+88.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.2% |
| 7D | +6.0% | -1.7% | +7.7% | +6.5% |
| 30D | +3.6% | -27.4% | +31.0% | +12.3% |
| 3M | +4.9% | -26.5% | +31.4% | +13.0% |
| 6M | -4.7% | -34.2% | +29.5% | +5.4% |
| YTD | -6.9% | -41.3% | +34.4% | +6.1% |
| 1Y | -18.2% | -39.7% | +21.5% | -8.4% |
| 3Y | +107.8% | -7.8% | +115.6% | +95.1% |
| All | +65.5% | -23.0% | +88.5% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling