-67.8%
XYZ vs ONON
-23.0%
-44.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.0% |
| 7D | +2.9% | -1.7% | +4.5% | +3.7% |
| 30D | +1.4% | -27.4% | +28.8% | +16.5% |
| 3M | +14.6% | -26.5% | +41.1% | +30.3% |
| 6M | +20.8% | -34.2% | +55.0% | +43.3% |
| YTD | +23.1% | -41.3% | +64.4% | +54.3% |
| 1Y | +5.6% | -39.7% | +45.3% | +28.6% |
| 3Y | +50.9% | -7.8% | +58.7% | +33.2% |
| All | -67.8% | -23.0% | -44.8% | -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 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