-0.8%
ONON vs M
+45.1%
-45.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -10.1% | -3.3% | -6.8% | -9.2% |
| 30D | -1.8% | +8.1% | -9.9% | -5.0% |
| 3M | +12.3% | +2.2% | +10.1% | +10.5% |
| 6M | +2.0% | +35.1% | -33.2% | -10.0% |
| YTD | -25.3% | +15.8% | -41.1% | -30.7% |
| 1Y | -1.3% | +25.8% | -27.2% | -11.4% |
| 3Y | +29.0% | +156.2% | -127.2% | -21.1% |
| 5Y | -6.2% | -2.4% | -3.9% | -23.4% |
| All | -0.8% | +45.1% | -45.9% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling