-7.8%
ONON vs COO
-23.3%
+15.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -1.4% |
| 7D | -1.7% | -2.3% | +0.6% | -0.6% |
| 30D | -27.4% | -8.8% | -18.6% | -24.5% |
| 3M | -26.5% | +1.3% | -27.9% | -27.0% |
| 6M | -34.2% | -11.6% | -22.7% | -30.9% |
| YTD | -41.3% | -17.4% | -23.9% | -36.5% |
| 1Y | -39.7% | -1.6% | -38.1% | -39.1% |
| 3Y | -7.8% | -22.6% | +14.8% | -0.1% |
| All | -7.8% | -23.3% | +15.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling