-21.7%
ONON vs BAX
-67.9%
+46.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -2.1% | -7.9% | +5.8% | +0.5% |
| 30D | -11.6% | -11.7% | 0.0% | -8.1% |
| 3M | -30.1% | +16.2% | -46.3% | -33.5% |
| 6M | -30.5% | +32.0% | -62.5% | -36.8% |
| YTD | -41.0% | +24.7% | -65.7% | -45.9% |
| 1Y | -36.7% | -2.6% | -34.1% | -37.7% |
| 3Y | -8.6% | -35.0% | +26.4% | -1.4% |
| All | -21.7% | -67.9% | +46.2% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling