-23.3%
ONON vs BNS
+94.3%
-117.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.9% |
| 7D | -3.5% | -1.3% | -2.2% | -2.4% |
| 30D | -30.8% | +4.0% | -34.8% | -33.4% |
| 3M | -29.8% | +13.8% | -43.6% | -38.1% |
| 6M | -34.8% | +32.7% | -67.5% | -50.0% |
| YTD | -42.3% | +27.6% | -69.9% | -54.1% |
| 1Y | -39.5% | +47.4% | -86.9% | -57.8% |
| 3Y | -9.3% | +129.0% | -138.3% | -59.6% |
| All | -23.3% | +94.3% | -117.7% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling