-59.5%
W vs ONON
-5.0%
-54.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.7% |
| 7D | +0.2% | -10.0% | +10.1% | +6.9% |
| 30D | +6.8% | -5.3% | +12.1% | +10.2% |
| 3M | +10.7% | +6.5% | +4.2% | +5.2% |
| 6M | +86.3% | -5.0% | +91.3% | +85.4% |
| YTD | +11.5% | -27.6% | +39.1% | +30.2% |
| 1Y | +5.1% | -20.7% | +25.8% | +14.6% |
| 3Y | +171.0% | +26.6% | +144.4% | +96.6% |
| 5Y | -56.6% | -9.6% | -47.0% | -68.8% |
| All | -59.5% | -5.0% | -54.5% | -71.0% |
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