-7.7%
ONON vs STZ
-29.4%
+21.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -10.0% | +2.6% | -12.5% | -10.8% |
| 30D | -5.3% | +15.2% | -20.5% | -10.0% |
| 3M | +6.5% | +7.6% | -1.2% | +3.4% |
| 6M | -5.0% | +5.3% | -10.2% | -7.2% |
| YTD | -27.6% | +8.6% | -36.3% | -31.2% |
| 1Y | -20.7% | +15.6% | -36.3% | -26.5% |
| 3Y | +26.6% | -35.2% | +61.8% | +44.7% |
| All | -7.7% | -29.4% | +21.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling