-39.2%
ONON vs BAX
+9.9%
-49.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -3.0% | -1.1% | -1.8% | -2.6% |
| 30D | -26.7% | -5.5% | -21.3% | -25.3% |
| 3M | -25.3% | +33.5% | -58.8% | -32.3% |
| 6M | -35.3% | +35.9% | -71.1% | -42.2% |
| YTD | -39.8% | +35.4% | -75.1% | -47.1% |
| 1Y | -39.2% | +9.8% | -49.0% | -45.1% |
| All | -39.2% | +9.9% | -49.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling