-22.1%
ONON vs COMP
-21.1%
-1.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -1.7% |
| 7D | -1.7% | +4.1% | -5.7% | -2.7% |
| 30D | -27.4% | -14.5% | -12.8% | -24.7% |
| 3M | -26.5% | +41.8% | -68.3% | -33.4% |
| 6M | -34.2% | +23.6% | -57.8% | -39.3% |
| YTD | -41.3% | +1.7% | -43.0% | -43.6% |
| 1Y | -39.7% | +12.6% | -52.2% | -44.1% |
| 3Y | -7.8% | +221.9% | -229.7% | -42.0% |
| All | -22.1% | -21.1% | -1.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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