-10.5%
ONON vs BROS
+57.4%
-67.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.8% |
| 7D | -5.3% | -6.1% | +0.7% | -4.0% |
| 30D | -13.1% | -12.4% | -0.8% | -10.6% |
| 3M | -29.3% | -27.9% | -1.4% | -24.5% |
| 6M | -34.5% | -16.8% | -17.7% | -32.5% |
| YTD | -42.2% | -29.0% | -13.2% | -38.8% |
| 1Y | -37.3% | -33.2% | -4.1% | -33.1% |
| All | -10.5% | +57.4% | -67.9% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling