-11.1%
ONON vs ALC
-9.8%
-1.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.9% | -4.1% |
| 7D | -11.9% | -6.2% | -5.7% | -8.0% |
| 30D | -6.8% | +14.0% | -20.8% | -14.9% |
| 3M | +6.6% | -2.4% | +9.0% | +8.2% |
| 6M | -2.2% | +12.6% | -14.9% | -11.1% |
| YTD | -28.9% | -8.4% | -20.4% | -26.1% |
| 1Y | -20.3% | -9.1% | -11.2% | -16.9% |
| 3Y | +22.9% | -0.3% | +23.2% | +10.8% |
| 5Y | -11.1% | -9.9% | -1.2% | -3.9% |
| All | -11.1% | -9.8% | -1.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling