-7.7%
ONON vs COMP
-10.9%
+3.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | -10.0% | 0.0% | -10.0% | -10.0% |
| 30D | -5.3% | +16.6% | -21.8% | -9.3% |
| 3M | +6.5% | -23.5% | +30.0% | +12.8% |
| 6M | -5.0% | +25.7% | -30.7% | -12.4% |
| YTD | -27.6% | -3.4% | -24.2% | -30.1% |
| 1Y | -20.7% | +7.6% | -28.3% | -25.7% |
| 3Y | +26.6% | +423.6% | -397.0% | -31.2% |
| All | -7.7% | -10.9% | +3.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling