-45.8%
ONON vs ADVB
-89.4%
+43.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.8% | -1.5% |
| 7D | -3.5% | -13.0% | +9.5% | -3.4% |
| 30D | -30.8% | +7.5% | -38.2% | -30.8% |
| 3M | -29.8% | +129.1% | -158.9% | -31.6% |
| 6M | -34.8% | +71.7% | -106.5% | -36.4% |
| YTD | -42.3% | +45.5% | -87.8% | -43.2% |
| 1Y | -39.5% | -2.7% | -36.8% | -39.9% |
| All | -45.8% | -89.4% | +43.6% | -32.4% |
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