+29.0%
ONON vs BURL
+94.5%
-65.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.3% | -6.3% | -7.0% |
| 7D | -4.9% | +5.9% | -10.8% | -7.1% |
| 30D | -1.1% | -8.3% | +7.2% | +2.4% |
| 3M | -10.5% | -31.6% | +21.1% | +4.5% |
| 6M | -1.5% | -16.6% | +15.1% | +5.7% |
| YTD | -25.3% | -12.1% | -13.3% | -21.4% |
| 1Y | -0.7% | -10.0% | +9.2% | +2.7% |
| 3Y | +29.0% | +94.3% | -65.3% | +22.3% |
| All | +29.0% | +94.5% | -65.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling