-23.3%
ONON vs STZ
-36.9%
+13.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.6% |
| 7D | -5.3% | -4.1% | -1.2% | -3.9% |
| 30D | -13.1% | -7.6% | -5.5% | -10.7% |
| 3M | -29.3% | -12.3% | -17.1% | -26.1% |
| 6M | -34.5% | -16.3% | -18.2% | -30.6% |
| YTD | -42.2% | -8.4% | -33.9% | -41.5% |
| 1Y | -37.3% | -10.8% | -26.5% | -35.9% |
| 3Y | -9.3% | -49.0% | +39.7% | +16.3% |
| All | -23.3% | -36.9% | +13.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling