-67.8%
SE vs ONON
-24.2%
-43.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.4% |
| 7D | -3.6% | -3.5% | -0.2% | -2.1% |
| 30D | -5.3% | -30.8% | +25.5% | +8.9% |
| 3M | +28.1% | -29.8% | +57.9% | +45.7% |
| 6M | +20.7% | -34.8% | +55.5% | +39.8% |
| YTD | -14.8% | -42.3% | +27.5% | +5.1% |
| 1Y | -43.6% | -39.5% | -4.0% | -33.2% |
| 3Y | +184.2% | -9.3% | +193.5% | +146.0% |
| All | -67.8% | -24.2% | -43.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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