-23.3%
ONON vs IT
-45.4%
+22.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -3.5% | -9.1% | +5.7% | +0.1% |
| 30D | -30.8% | -12.2% | -18.6% | -27.2% |
| 3M | -29.8% | +7.8% | -37.6% | -33.4% |
| 6M | -34.8% | +2.0% | -36.8% | -37.8% |
| YTD | -42.3% | -32.7% | -9.5% | -32.8% |
| 1Y | -39.5% | -31.1% | -8.4% | -31.3% |
| 3Y | -9.3% | -52.1% | +42.8% | +18.0% |
| All | -23.3% | -45.4% | +22.1% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling