-64.0%
W vs ONON
-20.9%
-43.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.4% |
| 7D | -4.2% | -3.0% | -1.2% | -2.2% |
| 30D | -7.6% | -26.7% | +19.1% | +9.9% |
| 3M | +37.2% | -25.3% | +62.5% | +60.9% |
| 6M | +26.3% | -35.3% | +61.6% | +60.7% |
| YTD | -1.0% | -39.8% | +38.8% | +31.3% |
| 1Y | +20.1% | -39.2% | +59.3% | +52.6% |
| 3Y | +37.8% | -4.2% | +42.0% | +20.5% |
| All | -64.0% | -20.9% | -43.1% | -70.7% |
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 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