-21.7%
ONON vs LYB
-4.7%
-16.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -2.1% | +0.3% | -2.3% | -2.2% |
| 30D | -11.6% | +2.5% | -14.1% | -12.4% |
| 3M | -30.1% | +1.4% | -31.5% | -30.9% |
| 6M | -30.5% | -3.5% | -27.0% | -33.0% |
| YTD | -41.0% | +52.0% | -93.0% | -54.9% |
| 1Y | -36.7% | +22.1% | -58.8% | -46.3% |
| 3Y | -8.6% | -22.8% | +14.2% | -2.2% |
| All | -21.7% | -4.7% | -16.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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