-3.9%
ONON vs EMB
+4.6%
-8.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.2% |
| 7D | -10.0% | -0.9% | -9.1% | -8.2% |
| 30D | -5.3% | +0.4% | -5.6% | -5.8% |
| 3M | +6.5% | -3.1% | +9.6% | +13.5% |
| 6M | -5.0% | -2.1% | -2.9% | -0.7% |
| YTD | -27.6% | -1.1% | -26.6% | -25.5% |
| 1Y | -20.7% | -0.1% | -20.6% | -20.0% |
| 3Y | +26.6% | +29.6% | -3.0% | -23.0% |
| 5Y | -9.6% | +7.2% | -16.8% | -24.3% |
| All | -3.9% | +4.6% | -8.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling