-21.7%
ONON vs NYT
+43.2%
-64.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -11.6% | +4.6% | -16.2% | -13.6% |
| 3M | -30.1% | -9.6% | -20.5% | -27.3% |
| 6M | -30.5% | -14.0% | -16.5% | -26.3% |
| YTD | -41.0% | -2.8% | -38.2% | -41.3% |
| 1Y | -36.7% | +15.6% | -52.3% | -42.3% |
| 3Y | -8.6% | +56.3% | -64.9% | -33.1% |
| All | -21.7% | +43.2% | -64.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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