-23.3%
ONON vs AUR
-36.1%
+12.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.6% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -13.1% | -8.9% | -4.2% | -11.8% |
| 3M | -29.3% | +4.6% | -34.0% | -30.8% |
| 6M | -34.5% | +44.9% | -79.4% | -40.8% |
| YTD | -42.2% | +64.8% | -107.1% | -49.5% |
| 1Y | -37.3% | +16.4% | -53.7% | -41.6% |
| 3Y | -9.3% | +85.1% | -94.3% | -37.8% |
| All | -23.3% | -36.1% | +12.8% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling