-36.7%
ONON vs BROS
-32.8%
-3.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | -2.1% | -5.8% | +3.7% | -0.3% |
| 30D | -11.6% | -14.0% | +2.3% | -7.6% |
| 3M | -30.1% | -32.5% | +2.4% | -22.4% |
| 6M | -30.5% | -14.9% | -15.6% | -29.0% |
| YTD | -41.0% | -28.3% | -12.7% | -37.6% |
| 1Y | -36.7% | -34.0% | -2.7% | -32.8% |
| All | -36.7% | -32.8% | -3.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling