-6.2%
ONON vs ARWR
-36.3%
+30.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -10.1% | -19.9% | +9.8% | -5.5% |
| 30D | -1.8% | -18.7% | +16.9% | +2.9% |
| 3M | +12.3% | -44.7% | +57.0% | +28.8% |
| 6M | +2.0% | -36.5% | +38.5% | +11.3% |
| YTD | -25.3% | -25.7% | +0.3% | -22.9% |
| 1Y | -1.3% | +18.9% | -20.3% | -12.2% |
| 3Y | +29.0% | +83.1% | -54.1% | -13.4% |
| 5Y | -6.2% | -34.9% | +28.6% | -20.8% |
| All | -6.2% | -36.3% | +30.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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