-3.9%
ONON vs ALM
+397.1%
-401.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.1% |
| 7D | -10.0% | +1.2% | -11.2% | -10.1% |
| 30D | -5.3% | -19.3% | +14.1% | -3.8% |
| 3M | +6.5% | -40.6% | +47.1% | +10.0% |
| 6M | -5.0% | -57.9% | +52.9% | +0.1% |
| YTD | -27.6% | -6.7% | -20.9% | -30.0% |
| 1Y | -20.7% | +20.2% | -40.9% | -25.4% |
| 3Y | +26.6% | +879.4% | -852.8% | -15.9% |
| 5Y | -9.6% | +415.3% | -424.9% | -38.4% |
| All | -3.9% | +397.1% | -401.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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