-36.7%
ONON vs ET
+33.4%
-70.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +1.8% |
| 7D | -2.1% | +0.2% | -2.3% | -2.0% |
| 30D | -11.6% | +2.9% | -14.5% | -10.8% |
| 3M | -30.1% | +16.8% | -46.9% | -26.5% |
| 6M | -30.5% | +18.9% | -49.4% | -27.4% |
| YTD | -41.0% | +37.7% | -78.7% | -38.2% |
| 1Y | -36.7% | +32.4% | -69.1% | -36.3% |
| All | -36.7% | +33.4% | -70.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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