-22.1%
ONON vs EXE
+97.8%
-119.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | -27.4% | +6.4% | -33.8% | -28.5% |
| 3M | -26.5% | +9.2% | -35.8% | -28.2% |
| 6M | -34.2% | -7.0% | -27.2% | -33.5% |
| YTD | -41.3% | -9.5% | -31.9% | -40.4% |
| 1Y | -39.7% | +6.2% | -45.9% | -41.6% |
| 3Y | -7.8% | +20.7% | -28.6% | -15.2% |
| All | -22.1% | +97.8% | -119.8% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling