-21.7%
ONON vs GNRC
-56.9%
+35.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.6% | -15.7% | +4.1% | -6.1% |
| 3M | -30.1% | -27.3% | -2.8% | -23.1% |
| 6M | -30.5% | -12.1% | -18.4% | -30.3% |
| YTD | -41.0% | +37.1% | -78.1% | -51.3% |
| 1Y | -36.7% | -0.5% | -36.2% | -41.1% |
| 3Y | -8.6% | +61.5% | -70.1% | -34.3% |
| All | -21.7% | -56.9% | +35.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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