+7.2%
ONON vs BURL
-10.7%
+18.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | -1.7% |
| 7D | +5.7% | +7.7% | -2.0% | +1.7% |
| 30D | +7.0% | -7.1% | +14.1% | +10.8% |
| 3M | -0.1% | -30.3% | +30.2% | +19.4% |
| 6M | +6.5% | -15.5% | +22.0% | +14.7% |
| YTD | -19.3% | -11.0% | -8.3% | -15.5% |
| 1Y | +7.2% | -8.4% | +15.7% | +9.2% |
| 3Y | +39.1% | +96.7% | -57.6% | -10.9% |
| 5Y | -0.8% | -14.1% | +13.2% | +5.1% |
| All | +7.2% | -10.7% | +18.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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