+16.1%
O vs ONON
-22.6%
+38.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | -4.5% | -11.6% | +7.1% | -3.8% |
| 3M | -2.6% | -30.1% | +27.4% | -0.8% |
| 6M | -5.6% | -30.5% | +24.9% | -4.0% |
| YTD | +9.3% | -41.0% | +50.3% | +12.2% |
| 1Y | +4.3% | -36.7% | +41.0% | +6.4% |
| 3Y | +27.4% | -8.6% | +36.0% | +23.7% |
| All | +16.1% | -22.6% | +38.7% | +9.8% |
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