-3.9%
ONON vs COO
-43.1%
+39.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -10.0% | +0.5% | -10.4% | -10.2% |
| 30D | -5.3% | +14.2% | -19.4% | -12.5% |
| 3M | +6.5% | -18.2% | +24.7% | +19.0% |
| 6M | -5.0% | +5.3% | -10.3% | -10.2% |
| YTD | -27.6% | -23.6% | -4.1% | -15.9% |
| 1Y | -20.7% | -12.7% | -8.0% | -15.6% |
| 3Y | +26.6% | -24.2% | +50.8% | +35.2% |
| 5Y | -9.6% | -40.0% | +30.4% | +17.0% |
| All | -3.9% | -43.1% | +39.2% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling