-23.3%
ONON vs REPL
-53.7%
+30.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.5% | -9.6% | +6.1% | -3.1% |
| 30D | -30.8% | +5.7% | -36.5% | -31.0% |
| 3M | -29.8% | +56.4% | -86.2% | -32.5% |
| 6M | -34.8% | +67.4% | -102.3% | -40.6% |
| YTD | -42.3% | +48.7% | -90.9% | -47.2% |
| 1Y | -39.5% | +148.3% | -187.8% | -48.9% |
| 3Y | -9.3% | -26.7% | +17.4% | -22.9% |
| All | -23.3% | -53.7% | +30.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling