-22.1%
ONON vs CAPR
+101.3%
-123.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.5% |
| 7D | -1.7% | -9.5% | +7.8% | -1.4% |
| 30D | -27.4% | +121.5% | -148.9% | -29.0% |
| 3M | -26.5% | -65.4% | +38.9% | -25.9% |
| 6M | -34.2% | -67.5% | +33.3% | -33.7% |
| YTD | -41.3% | -68.6% | +27.3% | -40.9% |
| 1Y | -39.7% | +42.7% | -82.3% | -45.2% |
| 3Y | -7.8% | +43.4% | -51.2% | -26.9% |
| All | -22.1% | +101.3% | -123.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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