+220.0%
TER vs ONON
-24.2%
+244.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | +12.4% | -3.5% | +15.8% | +13.4% |
| 30D | +5.1% | -30.8% | +35.9% | +15.5% |
| 3M | +4.0% | -29.8% | +33.8% | +12.6% |
| 6M | +29.5% | -34.8% | +64.4% | +42.9% |
| YTD | +98.5% | -42.3% | +140.7% | +126.7% |
| 1Y | +234.1% | -39.5% | +273.6% | +273.0% |
| 3Y | +289.0% | -9.3% | +298.3% | +267.5% |
| All | +220.0% | -24.2% | +244.1% | +177.4% |
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 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