-3.9%
ONON vs ARES
+103.1%
-107.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -10.0% | +0.5% | -10.5% | -10.3% |
| 30D | -5.3% | +19.7% | -24.9% | -15.5% |
| 3M | +6.5% | -9.0% | +15.4% | +12.1% |
| 6M | -5.0% | +11.5% | -16.5% | -14.2% |
| YTD | -27.6% | -13.8% | -13.8% | -24.2% |
| 1Y | -20.7% | -5.6% | -15.1% | -22.7% |
| 3Y | +26.6% | +36.1% | -9.5% | -17.5% |
| 5Y | -9.6% | +82.7% | -92.3% | -55.9% |
| All | -3.9% | +103.1% | -107.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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