-7.8%
ONON vs ALC
-15.5%
+7.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.6% |
| 7D | -1.7% | -3.7% | +2.0% | +0.2% |
| 30D | -27.4% | -3.7% | -23.6% | -26.2% |
| 3M | -26.5% | +4.6% | -31.1% | -28.6% |
| 6M | -34.2% | -14.6% | -19.6% | -29.3% |
| YTD | -41.3% | -11.9% | -29.5% | -38.1% |
| 1Y | -39.7% | -13.1% | -26.5% | -35.9% |
| 3Y | -7.8% | -15.0% | +7.2% | +1.7% |
| All | -7.8% | -15.5% | +7.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling