-10.5%
ONON vs STRL
+513.3%
-523.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -5.3% | +5.4% | -10.7% | -6.1% |
| 30D | -13.1% | -9.0% | -4.1% | -12.2% |
| 3M | -29.3% | -37.1% | +7.7% | -25.7% |
| 6M | -34.5% | +17.8% | -52.4% | -41.6% |
| YTD | -42.2% | +58.3% | -100.6% | -52.2% |
| 1Y | -37.3% | +61.0% | -98.4% | -49.6% |
| All | -10.5% | +513.3% | -523.8% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling