-23.3%
ONON vs P
+266.5%
-289.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | -0.4% |
| 7D | -3.5% | +5.0% | -8.5% | -4.9% |
| 30D | -30.8% | -0.9% | -29.9% | -31.7% |
| 3M | -29.8% | +38.7% | -68.5% | -39.0% |
| 6M | -34.8% | +54.4% | -89.2% | -46.8% |
| YTD | -42.3% | +44.8% | -87.1% | -52.5% |
| 1Y | -39.5% | +22.5% | -62.1% | -49.4% |
| 3Y | -9.3% | +148.2% | -157.5% | -53.6% |
| All | -23.3% | +266.5% | -289.9% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling