-36.7%
ONON vs ENB
+2.1%
-38.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +1.9% |
| 7D | -2.1% | -4.7% | +2.6% | -2.9% |
| 30D | -11.6% | -5.9% | -5.7% | -12.6% |
| 3M | -30.1% | -14.2% | -15.8% | -31.9% |
| 6M | -30.5% | -8.6% | -21.9% | -31.5% |
| YTD | -41.0% | +3.9% | -44.9% | -40.8% |
| 1Y | -36.7% | +1.8% | -38.5% | -35.5% |
| All | -36.7% | +2.1% | -38.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling