-21.7%
ONON vs IT
-42.2%
+20.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | 0.0% |
| 7D | -2.1% | -3.7% | +1.6% | -0.7% |
| 30D | -11.6% | +0.1% | -11.7% | -12.0% |
| 3M | -30.1% | +20.7% | -50.8% | -36.7% |
| 6M | -30.5% | +12.0% | -42.5% | -36.3% |
| YTD | -41.0% | -28.8% | -12.2% | -32.9% |
| 1Y | -36.7% | -25.5% | -11.2% | -30.5% |
| 3Y | -8.6% | -48.8% | +40.1% | +15.1% |
| All | -21.7% | -42.2% | +20.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling