-64.3%
W vs ONON
-22.6%
-41.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | -0.2% |
| 7D | -0.9% | -2.1% | +1.2% | +0.4% |
| 30D | -4.2% | -11.6% | +7.4% | +3.4% |
| 3M | +26.9% | -30.1% | +57.0% | +54.8% |
| 6M | +31.2% | -30.5% | +61.7% | +59.3% |
| YTD | -1.8% | -41.0% | +39.2% | +31.8% |
| 1Y | +9.3% | -36.7% | +46.0% | +35.0% |
| 3Y | +33.2% | -8.6% | +41.8% | +20.3% |
| All | -64.3% | -22.6% | -41.8% | -70.6% |
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