-20.0%
ONON vs STRL
+2,029.1%
-2,049.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -2.5% |
| 7D | -3.0% | +3.4% | -6.4% | -3.7% |
| 30D | -26.7% | -9.2% | -17.5% | -25.5% |
| 3M | -25.3% | -51.0% | +25.7% | -14.8% |
| 6M | -35.3% | +15.8% | -51.0% | -44.3% |
| YTD | -39.8% | +58.9% | -98.6% | -53.5% |
| 1Y | -39.2% | +68.5% | -107.7% | -55.5% |
| 3Y | -4.2% | +485.2% | -489.5% | -60.8% |
| All | -20.0% | +2,029.1% | -2,049.1% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling