-21.7%
ONON vs SHAK
-22.4%
+0.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.7% |
| 7D | -2.1% | -8.3% | +6.2% | +1.5% |
| 30D | -11.6% | -12.6% | +1.0% | -6.6% |
| 3M | -30.1% | +9.1% | -39.2% | -33.3% |
| 6M | -30.5% | -31.2% | +0.7% | -21.9% |
| YTD | -41.0% | -21.6% | -19.4% | -38.3% |
| 1Y | -36.7% | -38.8% | +2.1% | -26.3% |
| 3Y | -8.6% | +0.6% | -9.2% | -26.4% |
| All | -21.7% | -22.4% | +0.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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