-20.0%
ONON vs D
+7.5%
-27.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -26.7% | -3.6% | -23.1% | -26.3% |
| 3M | -25.3% | -1.0% | -24.3% | -25.2% |
| 6M | -35.3% | +6.3% | -41.5% | -36.0% |
| YTD | -39.8% | +14.7% | -54.5% | -41.2% |
| 1Y | -39.2% | +16.9% | -56.2% | -40.9% |
| 3Y | -4.2% | +56.8% | -61.0% | -15.5% |
| All | -20.0% | +7.5% | -27.5% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling