-23.3%
ONON vs ITOT
+74.5%
-97.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +1.1% |
| 7D | -5.3% | -2.0% | -3.3% | -1.9% |
| 30D | -13.1% | -2.0% | -11.2% | -10.1% |
| 3M | -29.3% | +4.5% | -33.9% | -34.7% |
| 6M | -34.5% | +12.6% | -47.2% | -46.7% |
| YTD | -42.2% | +12.0% | -54.2% | -52.4% |
| 1Y | -37.3% | +17.3% | -54.6% | -52.6% |
| 3Y | -9.3% | +75.2% | -84.5% | -67.3% |
| All | -23.3% | +74.5% | -97.8% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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