+47.7%
XYZ vs ONON
-6.7%
+54.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.2% |
| 30D | -1.7% | -26.7% | +25.0% | +9.0% |
| 3M | +16.7% | -25.3% | +42.0% | +28.0% |
| 6M | +26.9% | -35.3% | +62.1% | +45.8% |
| YTD | +27.1% | -39.8% | +66.9% | +50.2% |
| 1Y | +9.3% | -39.2% | +48.5% | +27.7% |
| All | +47.7% | -6.7% | +54.4% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling