-23.3%
ONON vs A
-12.8%
-10.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.7% |
| 7D | -3.5% | -4.4% | +0.9% | -0.7% |
| 30D | -30.8% | -2.7% | -28.1% | -29.8% |
| 3M | -29.8% | +7.0% | -36.9% | -33.3% |
| 6M | -34.8% | +24.6% | -59.4% | -44.8% |
| YTD | -42.3% | +7.0% | -49.3% | -45.9% |
| 1Y | -39.5% | +15.6% | -55.1% | -47.1% |
| 3Y | -9.3% | +29.9% | -39.2% | -33.2% |
| All | -23.3% | -12.8% | -10.5% | -11.5% |
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