+25.7%
ONON vs CART
+39.2%
-13.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +5.7% | +1.5% | +4.1% | +5.4% |
| 30D | +7.0% | +22.4% | -15.5% | +2.7% |
| 3M | -0.1% | +16.5% | -16.6% | -3.2% |
| 6M | +6.5% | +44.9% | -38.4% | -1.3% |
| YTD | -19.3% | +30.0% | -49.2% | -24.1% |
| 1Y | +7.2% | +59.1% | -51.8% | -3.4% |
| 3Y | +39.1% | +138.8% | -99.7% | +4.9% |
| All | +25.7% | +39.2% | -13.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling