-10.5%
ONON vs OMC
+11.1%
-21.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.5% |
| 7D | -5.3% | -6.2% | +0.9% | -3.1% |
| 30D | -13.1% | -7.6% | -5.6% | -10.7% |
| 3M | -29.3% | +7.4% | -36.7% | -31.7% |
| 6M | -34.5% | +0.1% | -34.7% | -35.1% |
| YTD | -42.2% | +0.4% | -42.7% | -43.0% |
| 1Y | -37.3% | +7.8% | -45.1% | -40.6% |
| All | -10.5% | +11.1% | -21.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling