-36.7%
ONON vs BAX
-0.4%
-36.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -2.1% | -7.9% | +5.8% | +0.7% |
| 30D | -11.6% | -11.7% | 0.0% | -7.8% |
| 3M | -30.1% | +16.2% | -46.3% | -33.7% |
| 6M | -30.5% | +32.0% | -62.5% | -37.3% |
| YTD | -41.0% | +24.7% | -65.7% | -46.9% |
| 1Y | -36.7% | -2.6% | -34.1% | -41.3% |
| All | -36.7% | -0.4% | -36.3% | -41.3% |
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