-7.8%
ONON vs ALK
+1.7%
-9.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -27.4% | -18.5% | -8.9% | -22.1% |
| 3M | -26.5% | -3.6% | -23.0% | -26.8% |
| 6M | -34.2% | -3.7% | -30.5% | -35.2% |
| YTD | -41.3% | -19.0% | -22.3% | -39.0% |
| 1Y | -39.7% | -36.0% | -3.6% | -31.4% |
| 3Y | -7.8% | +2.3% | -10.2% | -13.7% |
| All | -7.8% | +1.7% | -9.5% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling