-68.4%
U vs ONON
-20.9%
-47.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.2% |
| 7D | -3.8% | -3.0% | -0.8% | -2.0% |
| 30D | +17.5% | -26.7% | +44.2% | +37.6% |
| 3M | +38.7% | -25.3% | +64.0% | +59.3% |
| 6M | +104.4% | -35.3% | +139.7% | +151.9% |
| YTD | -5.7% | -39.8% | +34.1% | +21.5% |
| 1Y | +3.7% | -39.2% | +42.9% | +29.6% |
| 3Y | +12.3% | -4.2% | +16.6% | -7.4% |
| All | -68.4% | -20.9% | -47.5% | -76.9% |
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 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