-8.6%
ONON vs EXEL
+154.7%
-163.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.4% |
| 7D | -2.1% | -4.9% | +2.8% | -1.5% |
| 30D | -11.6% | +11.4% | -23.0% | -12.8% |
| 3M | -30.1% | +4.9% | -35.0% | -30.5% |
| 6M | -30.5% | +34.4% | -64.9% | -32.5% |
| YTD | -41.0% | +28.0% | -69.1% | -42.6% |
| 1Y | -36.7% | +43.6% | -80.3% | -39.1% |
| 3Y | -8.6% | +155.2% | -163.8% | -12.1% |
| All | -8.6% | +154.7% | -163.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling