-10.5%
ONON vs NOC
+28.9%
-39.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | +0.1% |
| 7D | -5.3% | -1.8% | -3.6% | -5.5% |
| 30D | -13.1% | -9.4% | -3.7% | -13.9% |
| 3M | -29.3% | -3.8% | -25.5% | -29.5% |
| 6M | -34.5% | -28.8% | -5.8% | -37.7% |
| YTD | -42.2% | -7.9% | -34.4% | -42.6% |
| 1Y | -37.3% | -9.0% | -28.3% | -37.6% |
| All | -10.5% | +28.9% | -39.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling