-10.5%
ONON vs ALL
+151.8%
-162.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | -2.2% | -1.2% | -3.2% |
| 30D | -30.8% | -5.6% | -25.2% | -30.3% |
| 3M | -29.8% | +17.2% | -47.1% | -30.4% |
| 6M | -34.8% | +23.2% | -58.1% | -35.7% |
| YTD | -42.3% | +23.6% | -65.9% | -43.2% |
| 1Y | -39.5% | +29.2% | -68.7% | -40.7% |
| All | -10.5% | +151.8% | -162.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling