-23.3%
ONON vs M
+24.5%
-47.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | 0.0% |
| 7D | -3.5% | -4.1% | +0.6% | -2.0% |
| 30D | -30.8% | -13.6% | -17.2% | -26.9% |
| 3M | -29.8% | -2.3% | -27.5% | -29.4% |
| 6M | -34.8% | +21.9% | -56.7% | -39.9% |
| YTD | -42.3% | -0.6% | -41.7% | -42.9% |
| 1Y | -39.5% | +29.7% | -69.3% | -46.2% |
| 3Y | -9.3% | +107.3% | -116.6% | -39.5% |
| All | -23.3% | +24.5% | -47.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling