-10.5%
ONON vs CHD
+0.5%
-10.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.1% |
| 7D | -5.3% | -4.7% | -0.6% | -5.0% |
| 30D | -13.1% | -8.3% | -4.8% | -12.7% |
| 3M | -29.3% | -4.0% | -25.3% | -29.1% |
| 6M | -34.5% | -6.5% | -28.0% | -34.6% |
| YTD | -42.2% | +13.1% | -55.3% | -41.5% |
| 1Y | -37.3% | +2.3% | -39.7% | -37.3% |
| All | -10.5% | +0.5% | -10.9% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling