-8.6%
ONON vs AUR
+84.2%
-92.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -11.6% | -6.4% | -5.2% | -11.0% |
| 3M | -30.1% | +7.7% | -37.8% | -31.3% |
| 6M | -30.5% | +44.5% | -75.0% | -35.0% |
| YTD | -41.0% | +67.4% | -108.5% | -46.1% |
| 1Y | -36.7% | +15.4% | -52.1% | -39.5% |
| 3Y | -8.6% | +94.8% | -103.5% | -30.8% |
| All | -8.6% | +84.2% | -92.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling