-20.0%
ONON vs COO
-36.8%
+16.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.4% |
| 7D | -3.0% | -2.2% | -0.8% | -1.6% |
| 30D | -26.7% | -7.0% | -19.7% | -23.4% |
| 3M | -25.3% | +12.2% | -37.5% | -31.0% |
| 6M | -35.3% | -15.1% | -20.1% | -28.6% |
| YTD | -39.8% | -15.1% | -24.7% | -33.5% |
| 1Y | -39.2% | +2.3% | -41.6% | -40.8% |
| 3Y | -4.2% | -23.7% | +19.4% | +6.2% |
| All | -20.0% | -36.8% | +16.8% | +2.9% |
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