-64.7%
W vs ONON
-24.2%
-40.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | -5.3% | +5.8% | +4.0% |
| 30D | -5.6% | -13.1% | +7.6% | +3.1% |
| 3M | +41.9% | -29.3% | +71.3% | +72.2% |
| 6M | +30.2% | -34.5% | +64.8% | +64.3% |
| YTD | -2.9% | -42.2% | +39.3% | +32.0% |
| 1Y | +11.6% | -37.3% | +48.9% | +38.7% |
| 3Y | +37.0% | -9.3% | +46.2% | +24.1% |
| All | -64.7% | -24.2% | -40.6% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling