-10.5%
ONON vs EMB
+29.4%
-39.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.7% |
| 7D | -5.3% | -1.1% | -4.2% | -3.2% |
| 30D | -13.1% | -1.1% | -12.1% | -11.2% |
| 3M | -29.3% | -0.8% | -28.6% | -28.1% |
| 6M | -34.5% | -0.1% | -34.5% | -34.1% |
| YTD | -42.2% | +0.4% | -42.7% | -42.3% |
| 1Y | -37.3% | +3.3% | -40.6% | -40.5% |
| All | -10.5% | +29.4% | -39.9% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling