-21.7%
ONON vs EME
+584.1%
-605.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +0.3% |
| 7D | -2.1% | +3.5% | -5.6% | -3.5% |
| 30D | -11.6% | -6.3% | -5.3% | -9.5% |
| 3M | -30.1% | -3.8% | -26.3% | -30.3% |
| 6M | -30.5% | +8.5% | -39.0% | -35.0% |
| YTD | -41.0% | +27.8% | -68.8% | -49.5% |
| 1Y | -36.7% | +22.2% | -58.9% | -45.9% |
| 3Y | -8.6% | +253.5% | -262.1% | -60.9% |
| All | -21.7% | +584.1% | -605.8% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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