+66.4%
META vs ONON
-20.9%
+87.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +6.7% | -3.0% | +9.7% | +7.6% |
| 30D | +4.8% | -26.7% | +31.5% | +13.2% |
| 3M | -1.6% | -25.3% | +23.7% | +5.5% |
| 6M | -7.5% | -35.3% | +27.8% | +2.8% |
| YTD | -6.4% | -39.8% | +33.4% | +5.9% |
| 1Y | -17.3% | -39.2% | +21.9% | -7.6% |
| 3Y | +109.9% | -4.2% | +114.2% | +94.8% |
| All | +66.4% | -20.9% | +87.3% | +39.1% |
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