-21.7%
ONON vs AUR
-35.1%
+13.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | -11.6% | -6.4% | -5.2% | -10.7% |
| 3M | -30.1% | +7.7% | -37.8% | -31.9% |
| 6M | -30.5% | +44.5% | -75.0% | -37.1% |
| YTD | -41.0% | +67.4% | -108.5% | -48.6% |
| 1Y | -36.7% | +15.4% | -52.1% | -40.9% |
| 3Y | -8.6% | +94.8% | -103.5% | -38.1% |
| All | -21.7% | -35.1% | +13.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling