+25.1%
ONON vs CART
+38.4%
-13.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +10.6% | +3.0% | +7.6% | +10.0% |
| 30D | +12.5% | +28.6% | -16.1% | +7.0% |
| 3M | +0.1% | +29.1% | -29.0% | -5.0% |
| 6M | +3.6% | +44.7% | -41.1% | -4.0% |
| YTD | -19.6% | +29.2% | -48.8% | -24.4% |
| 1Y | +5.2% | +66.2% | -60.9% | -6.1% |
| 3Y | +33.1% | +112.8% | -79.7% | +2.9% |
| All | +25.1% | +38.4% | -13.3% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling