-21.7%
ONON vs NI
+100.4%
-122.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.6% | -1.4% | -10.2% | -11.3% |
| 3M | -30.1% | -10.6% | -19.5% | -27.8% |
| 6M | -30.5% | -9.3% | -21.2% | -28.7% |
| YTD | -41.0% | +1.1% | -42.2% | -41.6% |
| 1Y | -36.7% | +3.4% | -40.1% | -37.9% |
| 3Y | -8.6% | +67.9% | -76.5% | -25.5% |
| All | -21.7% | +100.4% | -122.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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