-3.9%
ONON vs REPL
-29.8%
+25.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -10.0% | +1.2% | -11.2% | -10.1% |
| 30D | -5.3% | +92.2% | -97.5% | -8.0% |
| 3M | +6.5% | +44.1% | -37.7% | +4.5% |
| 6M | -5.0% | +313.0% | -318.0% | -14.4% |
| YTD | -27.6% | +125.2% | -152.9% | -35.1% |
| 1Y | -20.7% | +143.8% | -164.4% | -29.3% |
| 3Y | +26.6% | +104.2% | -77.6% | -13.7% |
| 5Y | -9.6% | -34.5% | +24.9% | -15.2% |
| All | -3.9% | -29.8% | +25.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling