-23.3%
ONON vs A
-13.8%
-9.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.7% |
| 7D | -5.3% | -4.6% | -0.8% | -2.5% |
| 30D | -13.1% | -4.3% | -8.9% | -10.9% |
| 3M | -29.3% | +8.9% | -38.3% | -33.6% |
| 6M | -34.5% | +24.5% | -59.1% | -44.6% |
| YTD | -42.2% | +5.8% | -48.0% | -45.5% |
| 1Y | -37.3% | +16.2% | -53.6% | -45.5% |
| 3Y | -9.3% | +28.5% | -37.7% | -32.7% |
| All | -23.3% | -13.8% | -9.5% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling