-21.7%
ONON vs STLA
-63.7%
+42.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.0% |
| 7D | -2.1% | -2.9% | +0.8% | -0.7% |
| 30D | -11.6% | +0.9% | -12.5% | -12.2% |
| 3M | -30.1% | -21.6% | -8.5% | -22.3% |
| 6M | -30.5% | -21.6% | -8.9% | -23.4% |
| YTD | -41.0% | -50.4% | +9.4% | -21.5% |
| 1Y | -36.7% | -43.6% | +6.9% | -22.4% |
| 3Y | -8.6% | -66.4% | +57.8% | +36.5% |
| All | -21.7% | -63.7% | +42.0% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling