+10.9%
ONC vs SPY
+74.7%
-63.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -2.2% |
| 7D | +11.2% | -0.9% | +12.1% | +11.8% |
| 30D | +19.9% | -2.4% | +22.2% | +22.3% |
| 3M | +16.9% | -1.2% | +18.0% | +17.9% |
| 6M | +35.2% | +3.3% | +31.9% | +30.3% |
| YTD | +38.2% | +12.3% | +25.9% | +22.8% |
| 1Y | +22.2% | +12.4% | +9.8% | +8.3% |
| 3Y | +110.9% | +78.8% | +32.1% | +6.6% |
| All | +10.9% | +74.7% | -63.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling