-0.8%
ONON vs COMP
-24.7%
+23.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.6% |
| 7D | -10.1% | +2.2% | -12.3% | -10.8% |
| 30D | -1.8% | +16.3% | -18.1% | -5.9% |
| 3M | +12.3% | -19.1% | +31.4% | +17.3% |
| 6M | +2.0% | +17.1% | -15.2% | -4.4% |
| YTD | -25.3% | -2.9% | -22.4% | -28.0% |
| 1Y | -1.3% | +8.8% | -10.1% | -7.9% |
| 3Y | +29.0% | +423.5% | -394.4% | -29.9% |
| 5Y | -6.2% | -10.5% | +4.3% | -19.3% |
| All | -0.8% | -24.7% | +23.9% | -10.6% |
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