-21.7%
ONON vs EFX
-35.8%
+14.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -2.1% | -4.5% | +2.5% | +0.4% |
| 30D | -11.6% | -6.1% | -5.5% | -8.9% |
| 3M | -30.1% | +6.2% | -36.3% | -33.3% |
| 6M | -30.5% | -11.2% | -19.3% | -27.4% |
| YTD | -41.0% | -21.4% | -19.6% | -34.5% |
| 1Y | -36.7% | -34.3% | -2.4% | -22.2% |
| 3Y | -8.6% | -12.5% | +3.9% | -15.6% |
| All | -21.7% | -35.8% | +14.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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