-7.7%
ONON vs COR
+203.9%
-211.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.7% |
| 7D | -10.0% | +7.8% | -17.8% | -9.9% |
| 30D | -5.3% | +7.0% | -12.3% | -5.2% |
| 3M | +6.5% | +16.3% | -9.8% | +6.8% |
| 6M | -5.0% | +41.3% | -46.3% | -4.2% |
| YTD | -27.6% | +7.1% | -34.8% | -27.4% |
| 1Y | -20.7% | -0.8% | -19.9% | -20.5% |
| 3Y | +26.6% | +85.0% | -58.4% | +19.3% |
| All | -7.7% | +203.9% | -211.5% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 5y: compounded portfolio wealth divided by compounded COR 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…
5y analysis · Full analysis span regression · 6 months rolling