-23.3%
ONON vs SHAK
-24.8%
+1.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | -5.3% | -11.0% | +5.6% | -0.6% |
| 30D | -13.1% | -14.0% | +0.9% | -7.6% |
| 3M | -29.3% | +13.3% | -42.6% | -33.7% |
| 6M | -34.5% | -35.3% | +0.8% | -24.5% |
| YTD | -42.2% | -24.0% | -18.2% | -38.7% |
| 1Y | -37.3% | -36.7% | -0.6% | -28.4% |
| 3Y | -9.3% | -5.4% | -3.9% | -24.6% |
| All | -23.3% | -24.8% | +1.5% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling