+26.6%
ONON vs STLA
-77.1%
+103.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -10.0% | -13.8% | +3.8% | -5.6% |
| 30D | -5.3% | -10.5% | +5.3% | -2.2% |
| 3M | +6.5% | -28.9% | +35.3% | +17.6% |
| 6M | -5.0% | -49.7% | +44.8% | +17.0% |
| YTD | -27.6% | -64.9% | +37.3% | -1.5% |
| 1Y | -20.7% | -64.0% | +43.3% | +6.7% |
| 3Y | +26.6% | -77.4% | +104.0% | +72.9% |
| All | +26.6% | -77.1% | +103.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling