-23.3%
ONON vs STLA
-64.5%
+41.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.3% | -3.8% | -1.5% | -3.6% |
| 30D | -13.1% | -3.1% | -10.0% | -12.1% |
| 3M | -29.3% | -19.6% | -9.7% | -22.4% |
| 6M | -34.5% | -23.5% | -11.1% | -27.1% |
| YTD | -42.2% | -51.5% | +9.3% | -22.3% |
| 1Y | -37.3% | -39.7% | +2.3% | -26.3% |
| 3Y | -9.3% | -66.3% | +57.1% | +34.5% |
| All | -23.3% | -64.5% | +41.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling