-68.1%
XYZ vs ONON
-24.2%
-43.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -3.7% | -3.5% | -0.3% | -2.0% |
| 30D | +0.5% | -30.8% | +31.3% | +18.4% |
| 3M | +16.3% | -29.8% | +46.1% | +35.4% |
| 6M | +21.1% | -34.8% | +56.0% | +44.3% |
| YTD | +22.0% | -42.3% | +64.2% | +54.2% |
| 1Y | +5.2% | -39.5% | +44.7% | +27.8% |
| 3Y | +49.6% | -9.3% | +58.9% | +33.1% |
| All | -68.1% | -24.2% | -43.9% | -75.4% |
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