+67.4%
ONON vs BOXX
+18.5%
+49.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +1.9% |
| 7D | -2.1% | +0.1% | -2.1% | -2.3% |
| 30D | -11.6% | +0.3% | -11.9% | -12.8% |
| 3M | -30.1% | +1.0% | -31.1% | -33.2% |
| 6M | -30.5% | +1.9% | -32.4% | -35.8% |
| YTD | -41.0% | +2.7% | -43.7% | -47.3% |
| 1Y | -36.7% | +4.0% | -40.7% | -46.8% |
| 3Y | -8.6% | +14.7% | -23.3% | -31.3% |
| All | +67.4% | +18.5% | +49.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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