-23.3%
ONON vs GAP
+7.0%
-30.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -5.3% | -6.3% | +1.0% | -3.3% |
| 30D | -13.1% | -0.2% | -12.9% | -13.5% |
| 3M | -29.3% | 0.0% | -29.4% | -29.5% |
| 6M | -34.5% | -8.1% | -26.4% | -33.5% |
| YTD | -42.2% | -16.5% | -25.8% | -39.6% |
| 1Y | -37.3% | -10.5% | -26.9% | -36.4% |
| 3Y | -9.3% | +104.0% | -113.2% | -37.8% |
| All | -23.3% | +7.0% | -30.3% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling