-21.7%
ONON vs STZ
-37.5%
+15.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | -2.1% | -4.5% | +2.4% | -0.5% |
| 30D | -11.6% | -8.6% | -3.0% | -8.8% |
| 3M | -30.1% | -13.8% | -16.3% | -26.4% |
| 6M | -30.5% | -17.2% | -13.3% | -26.0% |
| YTD | -41.0% | -9.4% | -31.7% | -40.0% |
| 1Y | -36.7% | -11.9% | -24.8% | -35.0% |
| 3Y | -8.6% | -49.6% | +41.0% | +17.7% |
| All | -21.7% | -37.5% | +15.9% | -18.8% |
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