-20.0%
ONON vs M
+33.4%
-53.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.3% |
| 7D | -3.0% | +4.7% | -7.7% | -4.7% |
| 30D | -26.7% | -9.6% | -17.1% | -23.9% |
| 3M | -25.3% | +0.9% | -26.2% | -25.8% |
| 6M | -35.3% | +22.3% | -57.5% | -40.3% |
| YTD | -39.8% | +6.5% | -46.3% | -41.9% |
| 1Y | -39.2% | +38.8% | -78.0% | -47.2% |
| 3Y | -4.2% | +115.9% | -120.1% | -37.0% |
| All | -20.0% | +33.4% | -53.5% | -32.3% |
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