+26.6%
ONON vs STZ
-34.9%
+61.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -10.0% | +2.6% | -12.5% | -10.5% |
| 30D | -5.3% | +15.2% | -20.5% | -8.2% |
| 3M | +6.5% | +7.6% | -1.2% | +4.5% |
| 6M | -5.0% | +5.3% | -10.2% | -6.4% |
| YTD | -27.6% | +8.6% | -36.3% | -29.7% |
| 1Y | -20.7% | +15.6% | -36.3% | -23.9% |
| 3Y | +26.6% | -35.2% | +61.8% | +28.4% |
| All | +26.6% | -34.9% | +61.5% | +28.4% |
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