+54.7%
ON vs ONON
-22.6%
+77.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.8% |
| 7D | +2.4% | -2.1% | +4.4% | +3.2% |
| 30D | -8.6% | -11.6% | +3.0% | -4.6% |
| 3M | -34.3% | -30.1% | -4.2% | -27.0% |
| 6M | +28.5% | -30.5% | +59.0% | +41.9% |
| YTD | +40.6% | -41.0% | +81.6% | +64.4% |
| 1Y | +55.3% | -36.7% | +92.0% | +75.8% |
| 3Y | -22.2% | -8.6% | -13.6% | -26.7% |
| All | +54.7% | -22.6% | +77.3% | +29.0% |
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