-36.7%
ONON vs ALB
+66.4%
-103.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.4% |
| 7D | -2.1% | -6.6% | +4.6% | -1.4% |
| 30D | -11.6% | -8.1% | -3.5% | -10.9% |
| 3M | -30.1% | -25.7% | -4.4% | -27.9% |
| 6M | -30.5% | -29.5% | -1.0% | -29.3% |
| YTD | -41.0% | -16.2% | -24.8% | -41.9% |
| 1Y | -36.7% | +59.2% | -95.9% | -39.9% |
| All | -36.7% | +66.4% | -103.1% | -39.9% |
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