-22.1%
ONON vs ALK
-27.5%
+5.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -27.4% | -18.5% | -8.9% | -20.6% |
| 3M | -26.5% | -3.6% | -23.0% | -26.9% |
| 6M | -34.2% | -3.7% | -30.5% | -35.5% |
| YTD | -41.3% | -19.0% | -22.3% | -38.4% |
| 1Y | -39.7% | -36.0% | -3.6% | -28.7% |
| 3Y | -7.8% | +2.3% | -10.2% | -23.6% |
| All | -22.1% | -27.5% | +5.4% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling