-22.1%
ONON vs STRL
+2,097.8%
-2,119.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.2% |
| 7D | -1.7% | +10.1% | -11.8% | -3.7% |
| 30D | -27.4% | -8.2% | -19.2% | -26.3% |
| 3M | -26.5% | -43.7% | +17.2% | -18.8% |
| 6M | -34.2% | +27.1% | -61.3% | -44.8% |
| YTD | -41.3% | +64.0% | -105.3% | -55.0% |
| 1Y | -39.7% | +75.2% | -114.8% | -56.3% |
| 3Y | -7.8% | +539.9% | -547.7% | -63.6% |
| All | -22.1% | +2,097.8% | -2,119.9% | -86.0% |
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