-6.2%
ONON vs STRL
+975.2%
-981.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.9% |
| 7D | -10.1% | +7.1% | -17.2% | -11.6% |
| 30D | -1.8% | -39.4% | +37.6% | +6.7% |
| 3M | +12.3% | -43.0% | +55.3% | +22.9% |
| 6M | +2.0% | -65.0% | +67.0% | +20.3% |
| YTD | -25.3% | -0.8% | -24.5% | -38.0% |
| 1Y | -1.3% | -20.3% | +19.0% | -13.3% |
| 3Y | +29.0% | +356.5% | -327.5% | -48.7% |
| 5Y | -6.2% | +952.8% | -959.1% | -79.1% |
| All | -6.2% | +975.2% | -981.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling