-23.3%
ONON vs STLD
+298.8%
-322.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -5.3% | -3.6% | -1.7% | -3.9% |
| 30D | -13.1% | -10.1% | -3.0% | -9.7% |
| 3M | -29.3% | -11.4% | -17.9% | -26.3% |
| 6M | -34.5% | +30.8% | -65.4% | -42.3% |
| YTD | -42.2% | +40.7% | -82.9% | -50.9% |
| 1Y | -37.3% | +80.8% | -118.1% | -52.1% |
| 3Y | -9.3% | +140.2% | -149.4% | -40.9% |
| All | -23.3% | +298.8% | -322.1% | -59.8% |
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