-21.7%
ONON vs OMC
+30.4%
-52.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.4% |
| 7D | -2.1% | -4.4% | +2.3% | +0.2% |
| 30D | -11.6% | -7.6% | -4.0% | -8.1% |
| 3M | -30.1% | +4.5% | -34.6% | -32.5% |
| 6M | -30.5% | -0.3% | -30.2% | -31.4% |
| YTD | -41.0% | -0.1% | -40.9% | -42.5% |
| 1Y | -36.7% | +4.6% | -41.3% | -40.6% |
| 3Y | -8.6% | +10.5% | -19.1% | -21.1% |
| All | -21.7% | +30.4% | -52.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling