+26.6%
ONON vs CART
+135.4%
-108.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -10.0% | +1.3% | -11.3% | -10.2% |
| 30D | -5.3% | +19.2% | -24.4% | -8.5% |
| 3M | +6.5% | +17.6% | -11.1% | +3.0% |
| 6M | -5.0% | +47.4% | -52.3% | -12.0% |
| YTD | -27.6% | +30.9% | -58.5% | -32.0% |
| 1Y | -20.7% | +46.0% | -66.7% | -27.2% |
| 3Y | +26.6% | +130.3% | -103.7% | -7.5% |
| All | +26.6% | +135.4% | -108.8% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling