+60.2%
SO vs ONON
-20.9%
+81.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -4.6% | -26.7% | +22.1% | -4.4% |
| 3M | -3.0% | -25.3% | +22.3% | -2.9% |
| 6M | -8.3% | -35.3% | +27.0% | -8.0% |
| YTD | +3.5% | -39.8% | +43.3% | +3.8% |
| 1Y | -0.9% | -39.2% | +38.3% | -0.7% |
| 3Y | +45.4% | -4.2% | +49.6% | +42.8% |
| All | +60.2% | -20.9% | +81.2% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling