-23.3%
ONON vs EXE
+95.1%
-118.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -5.3% | -2.2% | -3.1% | -4.8% |
| 30D | -13.1% | -0.8% | -12.3% | -13.0% |
| 3M | -29.3% | +10.0% | -39.4% | -31.1% |
| 6M | -34.5% | -6.3% | -28.2% | -33.9% |
| YTD | -42.2% | -10.7% | -31.6% | -41.2% |
| 1Y | -37.3% | +2.7% | -40.0% | -38.8% |
| 3Y | -9.3% | +19.1% | -28.4% | -16.2% |
| All | -23.3% | +95.1% | -118.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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