+789.6%
ON vs CELH
+269.5%
+520.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -4.3% |
| 7D | -2.2% | -3.8% | +1.6% | -2.0% |
| 30D | -12.4% | +6.4% | -18.9% | -12.7% |
| 3M | -41.2% | +5.6% | -46.8% | -41.5% |
| 6M | +25.0% | -31.1% | +56.1% | +26.2% |
| YTD | +31.3% | -35.4% | +66.6% | +32.8% |
| 1Y | +45.4% | -46.9% | +92.3% | +48.0% |
| 3Y | -27.4% | -56.0% | +28.6% | -26.4% |
| 5Y | +58.5% | +1.2% | +57.3% | +54.8% |
| 10Y | +561.8% | +4,043.9% | -3,482.1% | +489.5% |
| All | +789.6% | +269.5% | +520.1% | +580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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