-23.3%
ONON vs COO
-42.3%
+19.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | +2.3% |
| 7D | -3.5% | -9.0% | +5.5% | +2.3% |
| 30D | -30.8% | -16.8% | -14.0% | -22.5% |
| 3M | -29.8% | -7.5% | -22.3% | -26.7% |
| 6M | -34.8% | -16.3% | -18.5% | -27.6% |
| YTD | -42.3% | -22.5% | -19.7% | -32.6% |
| 1Y | -39.5% | -7.0% | -32.5% | -37.5% |
| 3Y | -9.3% | -27.5% | +18.2% | +2.6% |
| All | -23.3% | -42.3% | +19.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling