+6.7%
ONON vs CHD
+30.9%
-24.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +4.6% |
| 7D | +20.9% | +6.9% | +14.0% | +17.4% |
| 30D | +21.1% | +17.1% | +4.0% | +13.5% |
| 3M | +2.7% | +9.1% | -6.4% | -1.1% |
| 6M | +12.6% | +21.4% | -8.7% | +5.0% |
| YTD | -16.9% | +34.9% | -51.8% | -24.3% |
| 1Y | +6.7% | +31.0% | -24.4% | -1.8% |
| All | +6.7% | +30.9% | -24.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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