-21.7%
ONON vs CHRW
+89.3%
-111.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.0% |
| 7D | -2.1% | +3.5% | -5.6% | -3.0% |
| 30D | -11.6% | +4.6% | -16.2% | -12.7% |
| 3M | -30.1% | -19.7% | -10.4% | -26.7% |
| 6M | -30.5% | -12.4% | -18.1% | -29.2% |
| YTD | -41.0% | -3.9% | -37.1% | -41.9% |
| 1Y | -36.7% | +18.4% | -55.1% | -41.6% |
| 3Y | -8.6% | +88.8% | -97.5% | -31.1% |
| All | -21.7% | +89.3% | -111.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling