-0.8%
ONON vs REPL
-30.1%
+29.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +0.3% |
| 7D | -10.1% | +5.3% | -15.4% | -10.4% |
| 30D | -1.8% | +66.6% | -68.5% | -4.1% |
| 3M | +12.3% | +59.6% | -47.3% | +9.8% |
| 6M | +2.0% | +482.4% | -480.4% | -10.2% |
| YTD | -25.3% | +124.1% | -149.4% | -33.0% |
| 1Y | -1.3% | +138.6% | -139.9% | -12.0% |
| 3Y | +29.0% | +96.0% | -67.0% | -11.0% |
| 5Y | -6.2% | -35.4% | +29.2% | -11.6% |
| All | -0.8% | -30.1% | +29.3% | -10.4% |
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 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