-20.0%
ONON vs ALL
+121.1%
-141.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -26.7% | -1.5% | -25.2% | -26.3% |
| 3M | -25.3% | +23.6% | -48.9% | -29.1% |
| 6M | -35.3% | +22.3% | -57.6% | -38.5% |
| YTD | -39.8% | +26.5% | -66.3% | -43.4% |
| 1Y | -39.2% | +27.0% | -66.2% | -43.1% |
| 3Y | -4.2% | +149.6% | -153.8% | -31.5% |
| All | -20.0% | +121.1% | -141.1% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling