-5.5%
ONON vs STRL
+1,219.9%
-1,225.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.6% |
| 7D | -11.9% | +23.4% | -35.3% | -15.6% |
| 30D | -6.8% | -39.5% | +32.7% | +1.3% |
| 3M | +6.6% | -45.1% | +51.7% | +17.6% |
| 6M | -2.2% | -64.6% | +62.3% | +14.9% |
| YTD | -28.9% | -1.5% | -27.3% | -40.8% |
| 1Y | -20.3% | -20.8% | +0.4% | -29.8% |
| 3Y | +22.9% | +353.1% | -330.2% | -50.4% |
| 5Y | -11.1% | +942.9% | -954.0% | -81.8% |
| All | -5.5% | +1,219.9% | -1,225.4% | -81.5% |
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