-21.7%
ONON vs M
+27.8%
-49.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | -0.8% |
| 7D | -2.1% | -4.2% | +2.1% | -0.6% |
| 30D | -11.6% | -7.2% | -4.4% | -9.3% |
| 3M | -30.1% | -11.1% | -18.9% | -27.2% |
| 6M | -30.5% | +28.8% | -59.3% | -37.3% |
| YTD | -41.0% | +2.0% | -43.1% | -42.3% |
| 1Y | -36.7% | +31.3% | -68.0% | -44.0% |
| 3Y | -8.6% | +119.1% | -127.7% | -40.4% |
| All | -21.7% | +27.8% | -49.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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