-22.1%
ONON vs BROS
+41.2%
-63.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -27.4% | -13.5% | -13.9% | -24.5% |
| 3M | -26.5% | -18.4% | -8.1% | -23.1% |
| 6M | -34.2% | -10.6% | -23.6% | -33.0% |
| YTD | -41.3% | -25.1% | -16.3% | -37.8% |
| 1Y | -39.7% | -28.6% | -11.0% | -35.6% |
| 3Y | -7.8% | +65.6% | -73.4% | -28.3% |
| All | -22.1% | +41.2% | -63.3% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling