-3.9%
ONON vs STLA
-74.3%
+70.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -10.0% | -13.8% | +3.8% | -3.9% |
| 30D | -5.3% | -10.5% | +5.3% | -1.1% |
| 3M | +6.5% | -28.9% | +35.3% | +21.9% |
| 6M | -5.0% | -49.7% | +44.8% | +26.6% |
| YTD | -27.6% | -64.9% | +37.3% | +11.0% |
| 1Y | -20.7% | -64.0% | +43.3% | +19.4% |
| 3Y | +26.6% | -77.4% | +104.0% | +127.1% |
| 5Y | -9.6% | -74.4% | +64.8% | +31.0% |
| All | -3.9% | -74.3% | +70.4% | +38.6% |
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