-20.0%
ONON vs CHRW
+83.0%
-103.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -3.0% | -1.4% | -1.6% | -2.6% |
| 30D | -26.7% | -3.5% | -23.2% | -26.0% |
| 3M | -25.3% | -19.4% | -5.9% | -21.9% |
| 6M | -35.3% | -21.4% | -13.9% | -32.1% |
| YTD | -39.8% | -7.1% | -32.6% | -40.1% |
| 1Y | -39.2% | +17.8% | -57.0% | -44.0% |
| 3Y | -4.2% | +78.8% | -83.0% | -26.4% |
| All | -20.0% | +83.0% | -103.0% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling