+30.7%
ONON vs M
+159.6%
-128.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -10.1% | -3.3% | -6.8% | -9.4% |
| 30D | -1.8% | +8.1% | -9.9% | -4.3% |
| 3M | +12.3% | +2.2% | +10.1% | +11.0% |
| 6M | +2.0% | +35.1% | -33.2% | -7.3% |
| YTD | -25.3% | +15.8% | -41.1% | -29.4% |
| 1Y | -1.3% | +25.8% | -27.2% | -8.9% |
| All | +30.7% | +159.6% | -128.9% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling