+30.1%
XYZ vs ONON
-3.1%
+33.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -2.2% | -10.1% | +7.9% | +0.6% |
| 30D | +11.6% | -1.8% | +13.4% | +12.4% |
| 3M | +8.4% | +12.3% | -3.9% | +5.8% |
| 6M | +17.2% | +2.0% | +15.2% | +15.2% |
| YTD | +31.7% | -25.3% | +57.0% | +37.2% |
| 1Y | +30.1% | -1.3% | +31.4% | +33.6% |
| All | +30.1% | -3.1% | +33.2% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling