-5.5%
ONON vs COO
-43.5%
+38.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.0% |
| 7D | -11.9% | -2.1% | -9.8% | -10.8% |
| 30D | -6.8% | +13.9% | -20.7% | -13.8% |
| 3M | +6.6% | -18.9% | +25.6% | +19.9% |
| 6M | -2.2% | +3.7% | -6.0% | -6.7% |
| YTD | -28.9% | -24.1% | -4.7% | -17.0% |
| 1Y | -20.3% | -14.2% | -6.1% | -14.3% |
| 3Y | +22.9% | -24.5% | +47.4% | +31.4% |
| 5Y | -11.1% | -40.4% | +29.3% | +15.6% |
| All | -5.5% | -43.5% | +38.0% | +28.5% |
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