-21.7%
ONON vs INVH
-20.4%
-1.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | -3.0% | +0.9% | -0.4% |
| 30D | -11.6% | -7.5% | -4.1% | -7.6% |
| 3M | -30.1% | -5.5% | -24.6% | -27.8% |
| 6M | -30.5% | +11.7% | -42.2% | -35.1% |
| YTD | -41.0% | +1.3% | -42.4% | -42.0% |
| 1Y | -36.7% | -6.1% | -30.6% | -35.0% |
| 3Y | -8.6% | -9.8% | +1.2% | -6.6% |
| All | -21.7% | -20.4% | -1.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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