-37.4%
ONON vs M
+31.3%
-68.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.1% |
| 7D | -3.5% | -4.1% | +0.6% | -2.1% |
| 30D | -30.8% | -13.6% | -17.2% | -27.1% |
| 3M | -29.8% | -2.3% | -27.5% | -29.1% |
| 6M | -34.8% | +21.9% | -56.7% | -39.0% |
| YTD | -42.3% | -0.6% | -41.7% | -42.8% |
| All | -37.4% | +31.3% | -68.7% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling