-39.2%
ONON vs SRE
+4.7%
-43.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.5% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -26.7% | -0.7% | -26.0% | -26.6% |
| 3M | -25.3% | -6.3% | -19.0% | -26.1% |
| 6M | -35.3% | -10.7% | -24.6% | -36.6% |
| YTD | -39.8% | -3.5% | -36.3% | -39.7% |
| 1Y | -39.2% | +5.3% | -44.5% | -40.0% |
| All | -39.2% | +4.7% | -43.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling