-22.1%
ONON vs CLX
-36.6%
+14.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.1% |
| 7D | -1.7% | -3.5% | +1.9% | -0.7% |
| 30D | -27.4% | -11.9% | -15.5% | -24.8% |
| 3M | -26.5% | -2.6% | -23.9% | -26.0% |
| 6M | -34.2% | -18.2% | -16.1% | -31.1% |
| YTD | -41.3% | -5.9% | -35.4% | -40.5% |
| 1Y | -39.7% | -23.8% | -15.8% | -35.9% |
| 3Y | -7.8% | -33.6% | +25.7% | -0.7% |
| All | -22.1% | -36.6% | +14.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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