-20.7%
ONON vs STRL
-22.7%
+2.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +1.8% |
| 7D | -10.0% | +15.7% | -25.6% | -10.3% |
| 30D | -5.3% | -35.5% | +30.2% | -4.3% |
| 3M | +6.5% | -47.1% | +53.6% | +8.2% |
| 6M | -5.0% | -65.8% | +60.8% | -2.0% |
| YTD | -27.6% | -4.5% | -23.1% | -33.2% |
| 1Y | -20.7% | -10.5% | -10.2% | -26.5% |
| All | -20.7% | -22.7% | +2.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling