-21.7%
ONON vs BRO
+22.2%
-43.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.1% | -7.3% | +5.3% | +1.5% |
| 30D | -11.6% | -6.9% | -4.8% | -8.7% |
| 3M | -30.1% | +10.7% | -40.8% | -33.7% |
| 6M | -30.5% | -2.7% | -27.8% | -30.1% |
| YTD | -41.0% | -16.3% | -24.7% | -36.3% |
| 1Y | -36.7% | -29.1% | -7.6% | -25.5% |
| 3Y | -8.6% | -7.8% | -0.8% | -17.2% |
| All | -21.7% | +22.2% | -43.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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