-22.1%
ONON vs STLA
-63.8%
+41.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -27.4% | -2.4% | -25.0% | -26.6% |
| 3M | -26.5% | -23.9% | -2.6% | -17.4% |
| 6M | -34.2% | -24.6% | -9.6% | -26.2% |
| YTD | -41.3% | -50.5% | +9.2% | -21.8% |
| 1Y | -39.7% | -39.8% | +0.2% | -28.7% |
| 3Y | -7.8% | -65.6% | +57.8% | +35.3% |
| All | -22.1% | -63.8% | +41.7% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling