-21.7%
ONON vs COO
-51.0%
+29.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | -2.1% | -22.5% | +20.5% | +13.0% |
| 30D | -11.6% | -29.7% | +18.1% | +8.4% |
| 3M | -30.1% | -20.1% | -9.9% | -21.1% |
| 6M | -30.5% | -26.9% | -3.6% | -17.3% |
| YTD | -41.0% | -34.2% | -6.8% | -24.9% |
| 1Y | -36.7% | -21.3% | -15.4% | -28.5% |
| 3Y | -8.6% | -38.7% | +30.1% | +13.2% |
| All | -21.7% | -51.0% | +29.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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