-3.9%
ONON vs ALK
-31.5%
+27.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.4% |
| 7D | -10.0% | -1.2% | -8.8% | -9.6% |
| 30D | -5.3% | +7.7% | -13.0% | -8.9% |
| 3M | +6.5% | -19.0% | +25.4% | +16.2% |
| 6M | -5.0% | -0.2% | -4.8% | -8.7% |
| YTD | -27.6% | -23.5% | -4.1% | -22.7% |
| 1Y | -20.7% | -9.1% | -11.6% | -23.2% |
| 3Y | +26.6% | +12.0% | +14.6% | -3.8% |
| 5Y | -9.6% | -30.9% | +21.3% | -7.2% |
| All | -3.9% | -31.5% | +27.6% | -3.1% |
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