-23.3%
ONON vs BROS
+33.7%
-56.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.9% |
| 7D | -5.3% | -6.1% | +0.7% | -3.7% |
| 30D | -13.1% | -12.4% | -0.8% | -10.1% |
| 3M | -29.3% | -27.9% | -1.4% | -23.5% |
| 6M | -34.5% | -16.8% | -17.7% | -32.1% |
| YTD | -42.2% | -29.0% | -13.2% | -37.9% |
| 1Y | -37.3% | -33.2% | -4.1% | -31.9% |
| 3Y | -9.3% | +56.8% | -66.0% | -28.4% |
| All | -23.3% | +33.7% | -56.9% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling