-23.3%
ONON vs EWJ
+47.5%
-70.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -5.3% | -1.5% | -3.8% | -3.7% |
| 30D | -13.1% | +0.2% | -13.3% | -13.4% |
| 3M | -29.3% | +8.6% | -37.9% | -36.6% |
| 6M | -34.5% | +12.1% | -46.7% | -43.7% |
| YTD | -42.2% | +20.1% | -62.3% | -54.8% |
| 1Y | -37.3% | +25.2% | -62.5% | -53.8% |
| 3Y | -9.3% | +70.8% | -80.0% | -59.1% |
| All | -23.3% | +47.5% | -70.8% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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