+76.5%
SPY vs ONON
-10.5%
+87.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.4% | -3.5% | +3.1% | +0.1% |
| 30D | -1.4% | -30.8% | +29.4% | +3.5% |
| 3M | +3.7% | -29.8% | +33.5% | +8.4% |
| 6M | +13.0% | -34.8% | +47.8% | +18.9% |
| YTD | +12.4% | -42.3% | +54.7% | +20.2% |
| 1Y | +18.5% | -39.5% | +58.1% | +25.5% |
| All | +76.5% | -10.5% | +87.0% | +73.9% |
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