-23.3%
ONON vs BAX
-67.4%
+44.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -5.3% | -5.4% | +0.1% | -3.6% |
| 30D | -13.1% | -12.4% | -0.7% | -9.4% |
| 3M | -29.3% | +19.1% | -48.4% | -33.3% |
| 6M | -34.5% | +38.6% | -73.2% | -41.4% |
| YTD | -42.2% | +26.7% | -68.9% | -47.2% |
| 1Y | -37.3% | +1.0% | -38.4% | -39.0% |
| 3Y | -9.3% | -33.9% | +24.6% | -2.6% |
| All | -23.3% | -67.4% | +44.1% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling