+74.1%
V vs ONON
-20.9%
+95.0%
-24.1%
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% | -0.8% |
| 7D | -1.7% | -3.0% | +1.3% | -1.3% |
| 30D | +2.0% | -26.7% | +28.7% | +5.6% |
| 3M | +17.4% | -25.3% | +42.7% | +21.1% |
| 6M | +17.5% | -35.3% | +52.8% | +23.1% |
| YTD | +7.6% | -39.8% | +47.4% | +13.7% |
| 1Y | +7.7% | -39.2% | +46.9% | +13.2% |
| 3Y | +54.7% | -4.2% | +58.9% | +48.0% |
| All | +74.1% | -20.9% | +95.0% | +58.1% |
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