-20.0%
ONON vs CAPR
+108.9%
-128.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -3.0% | -2.0% | -1.0% | -2.9% |
| 30D | -26.7% | +139.2% | -165.9% | -28.5% |
| 3M | -25.3% | -66.4% | +41.1% | -24.6% |
| 6M | -35.3% | -63.1% | +27.9% | -34.9% |
| YTD | -39.8% | -67.4% | +27.6% | -39.4% |
| 1Y | -39.2% | +58.2% | -97.5% | -45.1% |
| 3Y | -4.2% | +42.2% | -46.5% | -23.7% |
| All | -20.0% | +108.9% | -128.9% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling