-21.7%
ONON vs BB
-23.5%
+1.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.5% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -11.6% | -12.5% | +0.9% | -8.0% |
| 3M | -30.1% | -17.4% | -12.7% | -28.6% |
| 6M | -30.5% | +119.1% | -149.6% | -52.8% |
| YTD | -41.0% | +102.4% | -143.4% | -58.7% |
| 1Y | -36.7% | +98.2% | -134.9% | -56.2% |
| 3Y | -8.6% | +46.9% | -55.5% | -33.8% |
| All | -21.7% | -23.5% | +1.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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