-23.3%
ONON vs SRE
+47.8%
-71.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -3.5% | +1.5% | -4.9% | -3.9% |
| 30D | -30.8% | +0.8% | -31.6% | -31.2% |
| 3M | -29.8% | -5.8% | -24.0% | -28.8% |
| 6M | -34.8% | -7.8% | -27.0% | -33.6% |
| YTD | -42.3% | -2.4% | -39.9% | -42.5% |
| 1Y | -39.5% | +8.9% | -48.4% | -42.6% |
| 3Y | -9.3% | +31.1% | -40.4% | -24.1% |
| All | -23.3% | +47.8% | -71.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling