-6.2%
ONON vs ALB
-61.7%
+55.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -10.1% | +1.1% | -11.2% | -10.4% |
| 30D | -1.8% | -2.6% | +0.8% | -1.3% |
| 3M | +12.3% | -25.6% | +37.9% | +21.3% |
| 6M | +2.0% | -54.0% | +56.0% | +25.6% |
| YTD | -25.3% | -31.6% | +6.3% | -20.9% |
| 1Y | -1.3% | -6.6% | +5.2% | -5.7% |
| 3Y | +29.0% | -14.0% | +43.0% | +12.3% |
| 5Y | -6.2% | -62.5% | +56.3% | +12.9% |
| All | -6.2% | -61.7% | +55.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling