-23.3%
ONON vs NTR
+49.4%
-72.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -5.3% | -2.5% | -2.9% | -4.8% |
| 30D | -13.1% | +17.0% | -30.2% | -16.1% |
| 3M | -29.3% | +22.2% | -51.5% | -32.6% |
| 6M | -34.5% | +5.2% | -39.7% | -36.0% |
| YTD | -42.2% | +29.7% | -71.9% | -46.9% |
| 1Y | -37.3% | +39.4% | -76.7% | -43.7% |
| 3Y | -9.3% | +38.2% | -47.4% | -19.7% |
| All | -23.3% | +49.4% | -72.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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