-21.7%
ONON vs MKTX
-59.1%
+37.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -11.6% | +0.7% | -12.3% | -11.8% |
| 3M | -30.1% | +40.8% | -70.9% | -38.0% |
| 6M | -30.5% | -8.0% | -22.5% | -28.9% |
| YTD | -41.0% | -8.7% | -32.3% | -39.6% |
| 1Y | -36.7% | -11.8% | -24.9% | -34.6% |
| 3Y | -8.6% | -24.0% | +15.4% | -8.6% |
| All | -21.7% | -59.1% | +37.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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