-23.3%
ONON vs COPX
+168.4%
-191.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +3.2% |
| 7D | -5.3% | -2.9% | -2.4% | -4.3% |
| 30D | -13.1% | 0.0% | -13.2% | -13.7% |
| 3M | -29.3% | +14.8% | -44.1% | -34.9% |
| 6M | -34.5% | +7.0% | -41.6% | -38.7% |
| YTD | -42.2% | +23.8% | -66.1% | -51.2% |
| 1Y | -37.3% | +75.7% | -113.0% | -57.0% |
| 3Y | -9.3% | +156.4% | -165.7% | -52.5% |
| All | -23.3% | +168.4% | -191.6% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling