-20.7%
ONON vs ALB
-15.8%
-4.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -10.0% | -5.8% | -4.2% | -9.4% |
| 30D | -5.3% | -4.5% | -0.7% | -4.9% |
| 3M | +6.5% | -28.1% | +34.5% | +9.8% |
| 6M | -5.0% | -53.2% | +48.2% | +2.2% |
| YTD | -27.6% | -33.3% | +5.7% | -29.0% |
| 1Y | -20.7% | -17.4% | -3.3% | -28.6% |
| All | -20.7% | -15.8% | -4.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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