+70.4%
V vs ONON
-24.2%
+94.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -3.0% | -5.3% | +2.3% | -2.4% |
| 30D | +1.2% | -13.1% | +14.3% | +3.0% |
| 3M | +13.9% | -29.3% | +43.3% | +18.4% |
| 6M | +17.2% | -34.5% | +51.8% | +22.6% |
| YTD | +5.3% | -42.2% | +47.6% | +11.9% |
| 1Y | +9.5% | -37.3% | +46.8% | +14.5% |
| 3Y | +51.9% | -9.3% | +61.2% | +46.5% |
| All | +70.4% | -24.2% | +94.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling