-0.9%
ONON vs BURL
-11.9%
+11.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.3% | -6.3% | -6.9% |
| 7D | -4.9% | +5.9% | -10.8% | -7.6% |
| 30D | -1.1% | -8.3% | +7.2% | +3.2% |
| 3M | -10.5% | -31.6% | +21.1% | +8.0% |
| 6M | -1.5% | -16.6% | +15.1% | +6.7% |
| YTD | -25.3% | -12.1% | -13.3% | -21.3% |
| 1Y | -0.7% | -10.0% | +9.2% | +2.1% |
| 3Y | +29.0% | +94.3% | -65.3% | -16.9% |
| 5Y | -6.7% | -13.2% | +6.5% | -2.3% |
| All | -0.9% | -11.9% | +11.0% | +1.9% |
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