-0.8%
ONON vs BURL
-11.0%
+10.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -10.1% | -0.8% | -9.3% | -9.8% |
| 30D | -1.8% | -4.4% | +2.6% | +0.3% |
| 3M | +12.3% | -28.6% | +40.9% | +32.0% |
| 6M | +2.0% | -12.3% | +14.3% | +7.7% |
| YTD | -25.3% | -11.3% | -14.1% | -21.6% |
| 1Y | -1.3% | -10.4% | +9.1% | +1.7% |
| 3Y | +29.0% | +96.1% | -67.0% | -17.2% |
| 5Y | -6.2% | -5.0% | -1.2% | -6.9% |
| All | -0.8% | -11.0% | +10.2% | +1.5% |
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