-8.6%
ONON vs COPX
+149.4%
-158.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | -2.3% | +0.3% | -1.5% |
| 30D | -11.6% | +0.3% | -11.9% | -12.1% |
| 3M | -30.1% | +6.8% | -36.9% | -32.5% |
| 6M | -30.5% | +7.9% | -38.5% | -34.4% |
| YTD | -41.0% | +23.7% | -64.8% | -48.9% |
| 1Y | -36.7% | +71.5% | -108.2% | -53.8% |
| 3Y | -8.6% | +149.1% | -157.7% | -46.2% |
| All | -8.6% | +149.4% | -158.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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