-39.2%
ONON vs ECL
+3.0%
-42.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -3.0% | -2.6% | -0.4% | -1.5% |
| 30D | -26.7% | -2.2% | -24.5% | -25.8% |
| 3M | -25.3% | +10.1% | -35.4% | -29.2% |
| 6M | -35.3% | -5.7% | -29.5% | -34.3% |
| YTD | -39.8% | +7.0% | -46.7% | -41.3% |
| 1Y | -39.2% | +2.7% | -41.9% | -40.2% |
| All | -39.2% | +3.0% | -42.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling