-8.7%
ONON vs CART
+14.3%
-23.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -1.4% |
| 7D | -1.7% | -4.1% | +2.4% | -0.9% |
| 30D | -27.4% | -4.3% | -23.1% | -26.7% |
| 3M | -26.5% | +13.1% | -39.6% | -28.3% |
| 6M | -34.2% | +26.0% | -60.2% | -37.6% |
| YTD | -41.3% | +6.7% | -48.0% | -42.6% |
| 1Y | -39.7% | +6.3% | -45.9% | -41.3% |
| All | -8.7% | +14.3% | -23.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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