-23.3%
ONON vs ALL
+116.0%
-139.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | -2.2% | -1.2% | -2.9% |
| 30D | -30.8% | -5.6% | -25.2% | -29.6% |
| 3M | -29.8% | +17.2% | -47.1% | -32.5% |
| 6M | -34.8% | +23.2% | -58.1% | -38.2% |
| YTD | -42.3% | +23.6% | -65.9% | -45.4% |
| 1Y | -39.5% | +29.2% | -68.7% | -43.6% |
| 3Y | -9.3% | +153.8% | -163.1% | -35.8% |
| All | -23.3% | +116.0% | -139.3% | -39.2% |
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