-23.3%
ONON vs INDA
+5.0%
-28.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.5% |
| 7D | -3.5% | -2.6% | -0.9% | -0.3% |
| 30D | -30.8% | -2.9% | -27.9% | -28.3% |
| 3M | -29.8% | +2.4% | -32.2% | -31.8% |
| 6M | -34.8% | -2.6% | -32.2% | -32.6% |
| YTD | -42.3% | -10.0% | -32.3% | -34.4% |
| 1Y | -39.5% | -7.7% | -31.9% | -33.9% |
| 3Y | -9.3% | +8.9% | -18.2% | -25.1% |
| All | -23.3% | +5.0% | -28.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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