-23.3%
ONON vs ALK
-28.6%
+5.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | -5.3% | -3.1% | -2.2% | -3.9% |
| 30D | -13.1% | -17.1% | +4.0% | -5.3% |
| 3M | -29.3% | -3.8% | -25.6% | -29.5% |
| 6M | -34.5% | -5.3% | -29.3% | -35.3% |
| YTD | -42.2% | -20.3% | -22.0% | -38.9% |
| 1Y | -37.3% | -36.0% | -1.4% | -26.1% |
| 3Y | -9.3% | +0.8% | -10.0% | -24.2% |
| All | -23.3% | -28.6% | +5.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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