-2.3%
ONON vs DECK
+23.3%
-25.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +10.6% | +5.8% | +4.8% | +6.6% |
| 30D | +12.5% | +7.9% | +4.6% | +6.8% |
| 3M | +0.1% | -11.4% | +11.5% | +8.7% |
| 6M | +3.6% | -16.6% | +20.2% | +16.7% |
| YTD | -19.6% | -16.4% | -3.3% | -11.1% |
| 1Y | +5.2% | +8.6% | -3.4% | -3.0% |
| 3Y | +33.1% | -15.1% | +48.3% | +20.6% |
| All | -2.3% | +23.3% | -25.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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