-36.7%
ONON vs OMC
+7.0%
-43.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -2.1% | -4.4% | +2.3% | -1.2% |
| 30D | -11.6% | -7.6% | -4.0% | -10.3% |
| 3M | -30.1% | +4.5% | -34.6% | -30.8% |
| 6M | -30.5% | -0.3% | -30.2% | -30.5% |
| YTD | -41.0% | -0.1% | -40.9% | -41.3% |
| 1Y | -36.7% | +4.6% | -41.3% | -37.7% |
| All | -36.7% | +7.0% | -43.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling