-22.1%
ONON vs GAP
+14.5%
-36.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | -27.4% | +9.3% | -36.7% | -29.7% |
| 3M | -26.5% | +6.1% | -32.6% | -28.1% |
| 6M | -34.2% | -2.3% | -31.9% | -34.5% |
| YTD | -41.3% | -10.6% | -30.7% | -40.0% |
| 1Y | -39.7% | -4.4% | -35.2% | -40.0% |
| 3Y | -7.8% | +118.3% | -126.1% | -38.3% |
| All | -22.1% | +14.5% | -36.6% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling