-40.7%
ONON vs BIYA
-99.8%
+59.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.1% |
| 7D | -2.1% | -1.8% | -0.3% | -2.1% |
| 30D | -11.6% | -17.5% | +5.9% | -11.4% |
| 3M | -30.1% | -78.0% | +47.9% | -29.8% |
| 6M | -30.5% | -89.5% | +59.0% | -30.0% |
| YTD | -41.0% | -94.3% | +53.2% | -40.3% |
| 1Y | -36.7% | -98.6% | +61.9% | -33.6% |
| All | -40.7% | -99.8% | +59.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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