-33.2%
ONON vs ADVB
-95.9%
+62.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +42.7% | -47.4% | -4.5% |
| 7D | -11.9% | +74.2% | -86.1% | -11.7% |
| 30D | -6.8% | -35.9% | +29.0% | -6.4% |
| 3M | +6.6% | -56.4% | +63.1% | +7.3% |
| 6M | -2.2% | -36.7% | +34.5% | -3.6% |
| YTD | -28.9% | -43.3% | +14.5% | -29.6% |
| 1Y | -20.3% | -63.4% | +43.1% | -19.2% |
| All | -33.2% | -95.9% | +62.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling