-23.3%
ONON vs PSKY
-70.6%
+47.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.7% |
| 7D | -3.5% | -6.8% | +3.4% | -2.3% |
| 30D | -30.8% | +10.2% | -41.0% | -32.0% |
| 3M | -29.8% | +0.3% | -30.1% | -30.0% |
| 6M | -34.8% | -7.8% | -27.1% | -34.4% |
| YTD | -42.3% | -23.0% | -19.3% | -40.3% |
| 1Y | -39.5% | -31.6% | -7.9% | -37.2% |
| 3Y | -9.3% | -21.3% | +12.0% | -15.2% |
| All | -23.3% | -70.6% | +47.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 all: compounded portfolio wealth divided by compounded PSKY 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…
all analysis · Full analysis span regression · 6 months rolling