-3.9%
ONON vs ALB
-56.8%
+52.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | -10.0% | -5.8% | -4.2% | -8.4% |
| 30D | -5.3% | -4.5% | -0.7% | -4.2% |
| 3M | +6.5% | -28.1% | +34.5% | +16.1% |
| 6M | -5.0% | -53.2% | +48.2% | +16.5% |
| YTD | -27.6% | -33.3% | +5.7% | -22.8% |
| 1Y | -20.7% | -17.4% | -3.3% | -21.3% |
| 3Y | +26.6% | -14.1% | +40.8% | +9.8% |
| 5Y | -9.6% | -64.0% | +54.4% | +6.6% |
| All | -3.9% | -56.8% | +52.9% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling