-20.0%
ONON vs D
+8.6%
-28.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -3.0% | +1.5% | -4.4% | -3.2% |
| 30D | -26.7% | -2.6% | -24.1% | -26.5% |
| 3M | -25.3% | 0.0% | -25.3% | -25.3% |
| 6M | -35.3% | +7.4% | -42.6% | -36.0% |
| YTD | -39.8% | +15.9% | -55.6% | -41.2% |
| 1Y | -39.2% | +18.1% | -57.3% | -41.0% |
| 3Y | -4.2% | +58.4% | -62.6% | -15.6% |
| All | -20.0% | +8.6% | -28.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling