-22.1%
ONON vs NTAP
+129.6%
-151.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.5% |
| 7D | -1.7% | +3.3% | -4.9% | -3.3% |
| 30D | -27.4% | -0.2% | -27.2% | -27.4% |
| 3M | -26.5% | +11.4% | -37.9% | -31.4% |
| 6M | -34.2% | +88.7% | -122.9% | -56.4% |
| YTD | -41.3% | +78.9% | -120.3% | -60.1% |
| 1Y | -39.7% | +58.8% | -98.5% | -55.8% |
| 3Y | -7.8% | +153.5% | -161.4% | -56.5% |
| All | -22.1% | +129.6% | -151.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling