-23.3%
ONON vs NI
+100.4%
-123.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | -13.1% | -1.4% | -11.7% | -12.8% |
| 3M | -29.3% | -10.6% | -18.8% | -27.0% |
| 6M | -34.5% | -9.9% | -24.6% | -32.7% |
| YTD | -42.2% | +1.2% | -43.4% | -42.8% |
| 1Y | -37.3% | +4.4% | -41.8% | -38.7% |
| 3Y | -9.3% | +68.6% | -77.9% | -26.1% |
| All | -23.3% | +100.4% | -123.7% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling