-21.7%
ONON vs SRE
+44.9%
-66.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.9% |
| 30D | -11.6% | -3.0% | -8.6% | -11.0% |
| 3M | -30.1% | -8.3% | -21.8% | -28.5% |
| 6M | -30.5% | -8.9% | -21.6% | -29.0% |
| YTD | -41.0% | -4.3% | -36.8% | -41.0% |
| 1Y | -36.7% | +2.7% | -39.4% | -38.6% |
| 3Y | -8.6% | +28.7% | -37.3% | -23.1% |
| All | -21.7% | +44.9% | -66.6% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling