-23.3%
ONON vs STLD
+304.9%
-328.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -3.5% | -2.8% | -0.6% | -2.4% |
| 30D | -30.8% | -10.4% | -20.4% | -27.8% |
| 3M | -29.8% | -10.6% | -19.2% | -27.1% |
| 6M | -34.8% | +32.7% | -67.5% | -42.9% |
| YTD | -42.3% | +42.8% | -85.1% | -51.2% |
| 1Y | -39.5% | +86.9% | -126.5% | -54.4% |
| 3Y | -9.3% | +143.8% | -153.1% | -41.2% |
| All | -23.3% | +304.9% | -328.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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