-41.0%
ONON vs BIYA
-99.8%
+58.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | +2.7% | -4.4% | -1.7% |
| 30D | -27.4% | -18.7% | -8.7% | -27.2% |
| 3M | -26.5% | -72.0% | +45.5% | -26.6% |
| 6M | -34.2% | -86.4% | +52.2% | -34.2% |
| YTD | -41.3% | -94.2% | +52.8% | -40.7% |
| 1Y | -39.7% | -98.4% | +58.8% | -37.0% |
| All | -41.0% | -99.8% | +58.7% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling