+26.6%
ONON vs MOD
+201.5%
-174.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.2% | -3.0% |
| 7D | -10.0% | +40.4% | -50.4% | -15.6% |
| 30D | -5.3% | -14.0% | +8.7% | -3.9% |
| 3M | +6.5% | -33.3% | +39.8% | +12.8% |
| 6M | -5.0% | -51.4% | +46.4% | +5.6% |
| YTD | -27.6% | +1.6% | -29.3% | -34.1% |
| 1Y | -20.7% | +5.4% | -26.1% | -29.0% |
| 3Y | +26.6% | +191.0% | -164.4% | -30.1% |
| All | +26.6% | +201.5% | -174.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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