-20.0%
ONON vs BBWI
-64.9%
+44.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -2.4% |
| 7D | -3.0% | +1.5% | -4.5% | -3.6% |
| 30D | -26.7% | -5.2% | -21.5% | -25.4% |
| 3M | -25.3% | +11.1% | -36.4% | -29.3% |
| 6M | -35.3% | -13.4% | -21.9% | -33.4% |
| YTD | -39.8% | +0.1% | -39.9% | -42.4% |
| 1Y | -39.2% | -36.1% | -3.1% | -30.5% |
| 3Y | -4.2% | -44.1% | +39.9% | +8.6% |
| All | -20.0% | -64.9% | +44.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 all: compounded portfolio wealth divided by compounded BBWI 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…
all analysis · Full analysis span regression · 6 months rolling