-22.1%
ONON vs OMC
+33.9%
-56.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.6% |
| 7D | -1.7% | -5.8% | +4.1% | +1.3% |
| 30D | -27.4% | -4.8% | -22.6% | -25.8% |
| 3M | -26.5% | +9.2% | -35.7% | -30.6% |
| 6M | -34.2% | -2.5% | -31.7% | -34.2% |
| YTD | -41.3% | +2.6% | -43.9% | -43.6% |
| 1Y | -39.7% | +5.9% | -45.6% | -43.6% |
| 3Y | -7.8% | +14.2% | -22.0% | -21.9% |
| All | -22.1% | +33.9% | -56.0% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling