-8.6%
ONON vs NTAP
+165.5%
-174.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.5% | -0.8% |
| 7D | -2.1% | +7.4% | -9.4% | -4.6% |
| 30D | -11.6% | -1.4% | -10.2% | -11.4% |
| 3M | -30.1% | +24.6% | -54.7% | -35.7% |
| 6M | -30.5% | +105.9% | -136.4% | -49.3% |
| YTD | -41.0% | +88.5% | -129.6% | -55.5% |
| 1Y | -36.7% | +62.1% | -98.8% | -48.9% |
| 3Y | -8.6% | +169.1% | -177.7% | -42.5% |
| All | -8.6% | +165.5% | -174.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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