-20.0%
ONON vs CASY
+307.0%
-327.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -26.7% | -11.3% | -15.4% | -23.7% |
| 3M | -25.3% | -0.6% | -24.7% | -26.2% |
| 6M | -35.3% | +10.7% | -46.0% | -39.1% |
| YTD | -39.8% | +37.1% | -76.9% | -48.2% |
| 1Y | -39.2% | +52.3% | -91.5% | -50.4% |
| 3Y | -4.2% | +215.2% | -219.4% | -47.7% |
| All | -20.0% | +307.0% | -327.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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