+55.3%
ON vs ONON
-36.0%
+91.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +8.0% |
| 7D | +2.4% | -2.1% | +4.4% | +2.9% |
| 30D | -8.6% | -11.6% | +3.0% | -6.0% |
| 3M | -34.3% | -30.1% | -4.2% | -29.5% |
| 6M | +28.5% | -30.5% | +59.0% | +35.2% |
| YTD | +40.6% | -41.0% | +81.6% | +55.8% |
| 1Y | +55.3% | -36.7% | +92.0% | +81.3% |
| All | +55.3% | -36.0% | +91.3% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling