+43.8%
SO vs ONON
-10.5%
+54.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.8% |
| 7D | 0.0% | -3.5% | +3.5% | 0.0% |
| 30D | -2.5% | -30.8% | +28.3% | -3.2% |
| 3M | -4.2% | -29.8% | +25.7% | -4.8% |
| 6M | -7.7% | -34.8% | +27.2% | -8.3% |
| YTD | +3.8% | -42.3% | +46.1% | +2.8% |
| 1Y | +0.1% | -39.5% | +39.6% | -0.8% |
| All | +43.8% | -10.5% | +54.3% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling