+197.7%
TER vs ONON
-20.9%
+218.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | +0.6% | -3.0% | +3.6% | +1.5% |
| 30D | -8.3% | -26.7% | +18.4% | -0.9% |
| 3M | -12.2% | -25.3% | +13.1% | -6.6% |
| 6M | +17.1% | -35.3% | +52.3% | +29.8% |
| YTD | +84.7% | -39.8% | +124.5% | +108.6% |
| 1Y | +199.9% | -39.2% | +239.1% | +235.0% |
| 3Y | +232.8% | -4.2% | +237.0% | +209.6% |
| All | +197.7% | -20.9% | +218.7% | +155.2% |
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