-7.8%
ONON vs M
+120.4%
-128.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.8% |
| 7D | -1.7% | +2.4% | -4.0% | -2.4% |
| 30D | -27.4% | -11.6% | -15.8% | -24.6% |
| 3M | -26.5% | +1.6% | -28.1% | -26.9% |
| 6M | -34.2% | +25.2% | -59.4% | -38.7% |
| YTD | -41.3% | +3.8% | -45.1% | -42.5% |
| 1Y | -39.7% | +36.3% | -76.0% | -45.5% |
| 3Y | -7.8% | +116.3% | -124.2% | -35.8% |
| All | -7.8% | +120.4% | -128.3% | -35.8% |
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 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