-22.1%
ONON vs ETR
+127.0%
-149.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.8% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -27.4% | +1.9% | -29.2% | -27.7% |
| 3M | -26.5% | +1.0% | -27.5% | -26.8% |
| 6M | -34.2% | +4.8% | -39.1% | -35.2% |
| YTD | -41.3% | +19.5% | -60.9% | -43.9% |
| 1Y | -39.7% | +28.1% | -67.8% | -43.4% |
| 3Y | -7.8% | +151.1% | -159.0% | -28.0% |
| All | -22.1% | +127.0% | -149.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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