-3.9%
ONON vs ALC
-13.3%
+9.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.5% |
| 7D | -10.0% | -1.1% | -8.9% | -9.3% |
| 30D | -5.3% | +16.0% | -21.3% | -14.6% |
| 3M | +6.5% | +0.8% | +5.6% | +5.6% |
| 6M | -5.0% | +16.8% | -21.8% | -15.8% |
| YTD | -27.6% | -5.5% | -22.2% | -26.4% |
| 1Y | -20.7% | -5.3% | -15.4% | -19.6% |
| 3Y | +26.6% | +4.1% | +22.5% | +10.6% |
| 5Y | -9.6% | -7.1% | -2.5% | -4.7% |
| All | -3.9% | -13.3% | +9.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling