-21.7%
ONON vs BNS
+97.2%
-118.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | -2.1% | -0.4% | -1.7% | -1.7% |
| 30D | -11.6% | +3.5% | -15.1% | -14.5% |
| 3M | -30.1% | +14.1% | -44.2% | -38.4% |
| 6M | -30.5% | +33.8% | -64.3% | -47.0% |
| YTD | -41.0% | +29.5% | -70.5% | -53.7% |
| 1Y | -36.7% | +48.4% | -85.1% | -56.1% |
| 3Y | -8.6% | +129.6% | -138.2% | -59.2% |
| All | -21.7% | +97.2% | -118.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling