-2.3%
ONON vs BURL
-17.2%
+14.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +10.6% | +4.1% | +6.5% | +8.4% |
| 30D | +12.5% | -9.5% | +21.9% | +18.0% |
| 3M | +0.1% | -33.5% | +33.6% | +22.2% |
| 6M | +3.6% | -22.1% | +25.7% | +16.1% |
| YTD | -19.6% | -14.6% | -5.0% | -14.1% |
| 1Y | +5.2% | -8.4% | +13.6% | +7.0% |
| 3Y | +33.1% | +86.6% | -53.4% | -11.6% |
| All | -2.3% | -17.2% | +14.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling