-20.0%
ONON vs STLD
+307.2%
-327.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | -3.0% | +3.1% | -6.1% | -4.3% |
| 30D | -26.7% | -9.0% | -17.7% | -24.0% |
| 3M | -25.3% | -12.4% | -12.9% | -21.8% |
| 6M | -35.3% | +25.5% | -60.8% | -41.9% |
| YTD | -39.8% | +43.6% | -83.4% | -49.2% |
| 1Y | -39.2% | +87.2% | -126.4% | -54.2% |
| 3Y | -4.2% | +135.2% | -139.5% | -37.0% |
| All | -20.0% | +307.2% | -327.2% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling