+81.0%
SPY vs ONON
-24.2%
+105.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -1.2% |
| 30D | -1.7% | -13.1% | +11.5% | +0.4% |
| 3M | +4.7% | -29.3% | +34.1% | +9.7% |
| 6M | +12.5% | -34.5% | +47.0% | +18.7% |
| YTD | +11.7% | -42.2% | +54.0% | +20.0% |
| 1Y | +17.5% | -37.3% | +54.8% | +24.0% |
| 3Y | +76.6% | -9.3% | +85.8% | +71.1% |
| All | +81.0% | -24.2% | +105.2% | +64.3% |
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