-20.0%
ONON vs REPL
-51.8%
+31.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -3.0% | -3.0% | 0.0% | -2.9% |
| 30D | -26.7% | +27.1% | -53.8% | -27.5% |
| 3M | -25.3% | +52.4% | -77.7% | -28.0% |
| 6M | -35.3% | +107.4% | -142.7% | -41.9% |
| YTD | -39.8% | +54.7% | -94.5% | -45.0% |
| 1Y | -39.2% | +158.9% | -198.1% | -48.8% |
| 3Y | -4.2% | -23.7% | +19.5% | -18.8% |
| All | -20.0% | -51.8% | +31.7% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling