+81.9%
META vs ONON
-5.4%
+87.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | +10.6% | -11.4% | -3.7% |
| 30D | -15.4% | +12.5% | -27.9% | -18.3% |
| 3M | +3.5% | +0.1% | +3.5% | +2.1% |
| 6M | -0.3% | +3.6% | -3.9% | -3.0% |
| YTD | -7.3% | -19.6% | +12.3% | -3.6% |
| 1Y | -1.1% | +5.2% | -6.3% | -5.9% |
| 3Y | +95.1% | +33.1% | +61.9% | +64.1% |
| All | +81.9% | -5.4% | +87.3% | +38.9% |
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