-21.7%
ONON vs CHD
+19.3%
-41.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -2.1% | -4.5% | +2.4% | -1.4% |
| 30D | -11.6% | -6.7% | -4.9% | -10.7% |
| 3M | -30.1% | -2.7% | -27.4% | -29.7% |
| 6M | -30.5% | -4.9% | -25.6% | -30.1% |
| YTD | -41.0% | +13.3% | -54.4% | -41.7% |
| 1Y | -36.7% | +1.0% | -37.7% | -36.8% |
| 3Y | -8.6% | +1.3% | -9.9% | -10.7% |
| All | -21.7% | +19.3% | -41.0% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling