-3.9%
ONON vs EXEL
+243.5%
-247.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -10.0% | -0.8% | -9.2% | -9.8% |
| 30D | -5.3% | +13.1% | -18.4% | -8.0% |
| 3M | +6.5% | +36.3% | -29.9% | -1.4% |
| 6M | -5.0% | +34.5% | -39.5% | -11.7% |
| YTD | -27.6% | +57.4% | -85.1% | -35.6% |
| 1Y | -20.7% | +62.9% | -83.6% | -30.1% |
| 3Y | +26.6% | +229.5% | -202.9% | -14.4% |
| 5Y | -9.6% | +281.2% | -290.8% | -45.3% |
| All | -3.9% | +243.5% | -247.4% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling