+30.7%
ONON vs REPL
+96.7%
-66.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +0.1% |
| 7D | -10.1% | +5.3% | -15.4% | -10.2% |
| 30D | -1.8% | +66.6% | -68.5% | -2.5% |
| 3M | +12.3% | +59.6% | -47.3% | +11.5% |
| 6M | +2.0% | +482.4% | -480.4% | -2.0% |
| YTD | -25.3% | +124.1% | -149.4% | -27.7% |
| 1Y | -1.3% | +138.6% | -139.9% | -4.7% |
| All | +30.7% | +96.7% | -66.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling