-100.0%
ONCO vs SPY
+84.2%
-184.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.3% |
| 7D | +5.8% | -2.0% | +7.8% | +7.6% |
| 30D | -19.2% | -1.7% | -17.6% | -18.0% |
| 3M | -25.5% | +4.7% | -30.3% | -28.0% |
| 6M | -97.3% | +12.5% | -109.8% | -97.5% |
| YTD | -99.0% | +11.7% | -110.7% | -99.1% |
| 1Y | -99.4% | +17.5% | -116.9% | -99.5% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +84.2% | -184.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling