-23.3%
ONON vs NTAP
+122.9%
-146.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.4% |
| 7D | -5.3% | -1.0% | -4.4% | -4.9% |
| 30D | -13.1% | -7.5% | -5.6% | -9.8% |
| 3M | -29.3% | +14.6% | -44.0% | -35.0% |
| 6M | -34.5% | +91.0% | -125.5% | -57.0% |
| YTD | -42.2% | +73.7% | -115.9% | -60.1% |
| 1Y | -37.3% | +51.2% | -88.6% | -52.8% |
| 3Y | -9.3% | +146.1% | -155.4% | -56.5% |
| All | -23.3% | +122.9% | -146.2% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling