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3 OG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


STRL 33.33%MU 33.33%NBIG 33.33%EquityEquity

S&P 500 Index

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3 OG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every month.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
3 OG
2.94%6.25%270.85%278.96%
MU
Micron Technology, Inc.
-1.43%26.49%244.07%307.41%751.18%144.69%66.21%55.83%
NBIG
Leverage Shares 2X Long NBIS Daily ETF
8.60%0.34%354.99%298.10%
STRL
Sterling Infrastructure, Inc.
2.44%-3.38%180.50%172.57%323.17%152.83%104.12%67.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 27, 2025, 3 OG's average daily return is +0.87%, while the average monthly return is +17.08%. At this rate, an investment would double in approximately 0.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was May 2026 with a return of +98.5%, while the worst month was Nov 2025 at -20.1%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 3 OG closed higher 58% of trading days. The best single day was May 5, 2026 with a return of +18.6%, while the worst single day was Jun 5, 2026 at -16.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202619.09%7.79%-3.78%52.60%98.47%-0.87%270.85%
20256.27%-20.12%-5.73%-19.98%

Benchmark Metrics

3 OG has an annualized alpha of 354.05%, beta of 4.47, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since October 27, 2025.

  • This portfolio captured 2687.28% of S&P 500 Index gains but only 41.39% of its losses - a favorable profile for investors.
  • R2 of 0.39 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
354.05%
Beta
4.47
0.39
Upside Capture
2,687.28%
Downside Capture
41.39%

Expense Ratio

3 OG has an expense ratio of 0.25%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 3 OG and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.86

Sortino ratioReturn per unit of downside risk

2.53

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MU
Micron Technology, Inc.
99
10.836.141.7824.9194.64
NBIG
Leverage Shares 2X Long NBIS Daily ETF
STRL
Sterling Infrastructure, Inc.
97
3.924.041.5410.4128.52

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 3 OG. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

3 OG provided a 0.02% dividend yield over the last twelve months.


PositionTTM20252024202320222021
Portfolio0.02%0.05%0.18%0.18%0.30%0.07%
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%
NBIG
Leverage Shares 2X Long NBIS Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%
STRL
Sterling Infrastructure, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 3 OG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 3 OG was 36.39%, occurring on Dec 17, 2025. Recovery took 20 trading sessions.

The current 3 OG drawdown is 13.16%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-36.39%Dec 2025
1mo 14d1mo
2mo 14dNov 2025 - Jan 2026
2026 bear market2026
-31.84%Mar 2026
13d10d
23dMar 2026 - Apr 2026
2026 bear market2026
-23.45%Jun 2026
5d
9d 16hJun 2026 - now
2026 bear market2026
-21.74%Feb 2026
7d13d
20dJan 2026 - Feb 2026
2026 correction2026
-19.67%Mar 2026
8d10d
18dFeb 2026 - Mar 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
All Time
Diversification Ratio

1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

3 OG correlation to the S&P 500 Index

3 OG has a 0.59 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.59


Benchmark Correlations

Correlation vs. S&P 500 Index. STRL has the highest benchmark correlation at 0.59, while NBIG has the lowest at 0.42.

NBIG
0.42
MU
0.54
STRL
0.59

Portfolio Correlations

Correlation vs. 3 OG. NBIG has the highest portfolio correlation at 0.89, while STRL has the lowest at 0.60.

STRL
0.60
MU
0.67
NBIG
0.89

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

STRLNBIGMU
STRL1.000.340.47
NBIG0.341.000.38
MU0.470.381.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2025
Diversification Analysis

Find what 3 OG is missing

See which holdings overlap, where 3 OG is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification