-20.0%
ONON vs BURL
-7.9%
-12.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.6% |
| 7D | -3.0% | -2.8% | -0.2% | -1.7% |
| 30D | -26.7% | -28.2% | +1.5% | -13.3% |
| 3M | -25.3% | -17.6% | -7.7% | -17.6% |
| 6M | -35.3% | -11.8% | -23.5% | -31.4% |
| YTD | -39.8% | -8.1% | -31.6% | -37.6% |
| 1Y | -39.2% | -12.0% | -27.3% | -36.7% |
| 3Y | -4.2% | +63.3% | -67.5% | -31.2% |
| All | -20.0% | -7.9% | -12.1% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling