+245.3%
NEM vs ONON
-8.6%
+253.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -1.0% | -2.1% | +1.1% | -0.7% |
| 30D | +7.8% | -11.6% | +19.4% | +9.4% |
| 3M | +30.2% | -30.1% | +60.3% | +35.4% |
| 6M | +9.6% | -30.5% | +40.1% | +13.6% |
| YTD | +27.8% | -41.0% | +68.8% | +34.8% |
| 1Y | +60.7% | -36.7% | +97.4% | +67.5% |
| 3Y | +245.3% | -8.6% | +253.9% | +234.4% |
| All | +245.3% | -8.6% | +253.9% | +234.4% |
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 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