-10.5%
ONON vs STZ
-49.9%
+39.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -3.5% | -6.0% | +2.6% | -2.0% |
| 30D | -30.8% | -8.9% | -21.9% | -29.2% |
| 3M | -29.8% | -12.6% | -17.3% | -27.6% |
| 6M | -34.8% | -17.2% | -17.6% | -32.0% |
| YTD | -42.3% | -10.0% | -32.2% | -41.5% |
| 1Y | -39.5% | -14.3% | -25.2% | -38.0% |
| All | -10.5% | -49.9% | +39.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling