+155.9%
NEM vs ONON
-24.2%
+180.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +3.1% | -3.5% | +6.5% | +3.3% |
| 30D | +10.0% | -30.8% | +40.8% | +12.9% |
| 3M | +30.9% | -29.8% | +60.7% | +34.0% |
| 6M | +10.5% | -34.8% | +45.4% | +13.6% |
| YTD | +29.7% | -42.3% | +72.0% | +34.3% |
| 1Y | +71.1% | -39.5% | +110.7% | +76.2% |
| 3Y | +252.1% | -9.3% | +261.4% | +250.5% |
| All | +155.9% | -24.2% | +180.1% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling