-23.3%
ONON vs BBY
+0.2%
-23.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -5.3% | +0.7% | -6.0% | -5.7% |
| 30D | -13.1% | +5.8% | -18.9% | -15.9% |
| 3M | -29.3% | +18.0% | -47.4% | -35.6% |
| 6M | -34.5% | +39.8% | -74.4% | -46.1% |
| YTD | -42.2% | +35.4% | -77.6% | -52.1% |
| 1Y | -37.3% | +21.4% | -58.7% | -45.3% |
| 3Y | -9.3% | +39.5% | -48.8% | -33.7% |
| All | -23.3% | +0.2% | -23.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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