-7.7%
ONON vs A
+11.8%
-19.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.4% |
| 7D | -10.0% | -0.5% | -9.5% | -9.7% |
| 30D | -5.3% | 0.0% | -5.2% | -5.5% |
| 3M | +6.5% | +16.7% | -10.2% | -4.1% |
| 6M | -5.0% | +54.8% | -59.8% | -30.0% |
| YTD | -27.6% | +28.8% | -56.5% | -40.0% |
| 1Y | -20.7% | +19.3% | -40.0% | -30.8% |
| 3Y | +26.6% | +65.5% | -38.9% | -21.4% |
| All | -7.7% | +11.8% | -19.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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