-23.3%
ONON vs NSC
+46.5%
-69.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -3.5% | -2.0% | -1.4% | -2.3% |
| 30D | -30.8% | -3.2% | -27.6% | -29.6% |
| 3M | -29.8% | +3.9% | -33.8% | -32.0% |
| 6M | -34.8% | +7.8% | -42.6% | -38.6% |
| YTD | -42.3% | +13.4% | -55.7% | -47.3% |
| 1Y | -39.5% | +20.3% | -59.8% | -47.0% |
| 3Y | -9.3% | +76.1% | -85.4% | -41.9% |
| All | -23.3% | +46.5% | -69.8% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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