-22.1%
ONON vs EXR
-8.2%
-13.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -27.4% | -6.9% | -20.4% | -25.0% |
| 3M | -26.5% | -3.0% | -23.5% | -25.6% |
| 6M | -34.2% | -2.9% | -31.3% | -33.5% |
| YTD | -41.3% | +9.3% | -50.6% | -43.7% |
| 1Y | -39.7% | -0.9% | -38.7% | -39.7% |
| 3Y | -7.8% | +24.7% | -32.5% | -19.5% |
| All | -22.1% | -8.2% | -13.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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