-7.7%
ONON vs ALL
+161.6%
-169.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -10.0% | +5.0% | -15.0% | -11.1% |
| 30D | -5.3% | +13.3% | -18.6% | -8.1% |
| 3M | +6.5% | +3.2% | +3.3% | +5.5% |
| 6M | -5.0% | +25.3% | -30.3% | -10.1% |
| YTD | -27.6% | +30.5% | -58.1% | -32.5% |
| 1Y | -20.7% | +29.2% | -49.9% | -25.8% |
| 3Y | +26.6% | +119.1% | -92.5% | -3.3% |
| All | -7.7% | +161.6% | -169.3% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling