+51.1%
ON vs ONON
-20.9%
+72.1%
-70.4%
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% | +1.5% |
| 7D | +2.4% | -3.0% | +5.4% | +3.5% |
| 30D | -3.3% | -26.7% | +23.4% | +6.5% |
| 3M | -43.6% | -25.3% | -18.3% | -38.8% |
| 6M | +19.0% | -35.3% | +54.2% | +34.9% |
| YTD | +37.4% | -39.8% | +77.1% | +59.3% |
| 1Y | +54.8% | -39.2% | +94.0% | +77.8% |
| 3Y | -25.2% | -4.2% | -20.9% | -30.8% |
| All | +51.1% | -20.9% | +72.1% | +25.0% |
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 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