-23.3%
ONON vs EFX
-36.2%
+12.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | -3.5% | -9.4% | +5.9% | +1.7% |
| 30D | -30.8% | -6.9% | -23.9% | -28.4% |
| 3M | -29.8% | +0.1% | -30.0% | -30.9% |
| 6M | -34.8% | -17.3% | -17.5% | -29.1% |
| YTD | -42.3% | -21.8% | -20.4% | -35.7% |
| 1Y | -39.5% | -32.5% | -7.0% | -27.0% |
| 3Y | -9.3% | -12.3% | +3.0% | -16.5% |
| All | -23.3% | -36.2% | +12.9% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling