-20.0%
ONON vs EMB
+7.4%
-27.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.0% | 0.0% | -3.0% | -2.9% |
| 30D | -26.7% | -0.3% | -26.4% | -26.3% |
| 3M | -25.3% | -0.4% | -24.9% | -24.5% |
| 6M | -35.3% | +0.1% | -35.4% | -35.0% |
| YTD | -39.8% | +1.6% | -41.4% | -41.3% |
| 1Y | -39.2% | +5.6% | -44.8% | -45.1% |
| 3Y | -4.2% | +29.8% | -34.1% | -41.9% |
| All | -20.0% | +7.4% | -27.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling