-6.7%
ONON vs STLD
+289.0%
-295.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.8% | -11.3% | -9.0% |
| 7D | -4.9% | -4.7% | -0.3% | -3.4% |
| 30D | -1.1% | -0.9% | -0.2% | -1.3% |
| 3M | -10.5% | -11.9% | +1.4% | -6.6% |
| 6M | -1.5% | +0.9% | -2.4% | -3.7% |
| YTD | -25.3% | +40.4% | -65.8% | -37.1% |
| 1Y | -0.7% | +56.6% | -57.3% | -20.0% |
| 3Y | +29.0% | +125.5% | -96.5% | -14.7% |
| 5Y | -6.7% | +292.8% | -299.5% | -52.5% |
| All | -6.7% | +289.0% | -295.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling