-1.3%
ONON vs CART
+54.8%
-56.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -1.8% | +23.1% | -24.9% | -5.5% |
| 3M | +12.3% | +19.2% | -6.9% | +8.7% |
| 6M | +2.0% | +45.7% | -43.7% | -4.2% |
| YTD | -25.3% | +30.9% | -56.2% | -28.9% |
| 1Y | -1.3% | +50.2% | -51.5% | -9.2% |
| All | -1.3% | +54.8% | -56.1% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling