-23.3%
ONON vs FOXA
+96.3%
-119.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -1.0% |
| 7D | -5.3% | -3.7% | -1.6% | -3.5% |
| 30D | -13.1% | +5.4% | -18.5% | -15.6% |
| 3M | -29.3% | -3.7% | -25.6% | -29.0% |
| 6M | -34.5% | +12.6% | -47.1% | -40.3% |
| YTD | -42.2% | -10.0% | -32.3% | -40.1% |
| 1Y | -37.3% | +15.0% | -52.4% | -44.5% |
| 3Y | -9.3% | +115.1% | -124.4% | -47.0% |
| All | -23.3% | +96.3% | -119.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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