+66.2%
T vs ONON
-23.0%
+89.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -1.5% | -1.7% | +0.1% | -1.5% |
| 30D | +7.6% | -27.4% | +35.0% | +8.4% |
| 3M | +15.3% | -26.5% | +41.8% | +16.1% |
| 6M | -8.5% | -34.2% | +25.8% | -7.6% |
| YTD | +6.8% | -41.3% | +48.1% | +8.1% |
| 1Y | -7.2% | -39.7% | +32.4% | -6.3% |
| 3Y | +108.2% | -7.8% | +116.1% | +102.8% |
| All | +66.2% | -23.0% | +89.2% | +55.4% |
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