-20.0%
ONON vs STZ
-34.6%
+14.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | -26.7% | -1.9% | -24.8% | -26.3% |
| 3M | -25.3% | -6.2% | -19.1% | -23.8% |
| 6M | -35.3% | -14.0% | -21.2% | -32.0% |
| YTD | -39.8% | -5.1% | -34.7% | -39.7% |
| 1Y | -39.2% | -9.6% | -29.7% | -38.1% |
| 3Y | -4.2% | -47.2% | +43.0% | +21.3% |
| All | -20.0% | -34.6% | +14.6% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling