-20.0%
ONON vs P
+275.8%
-295.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | -3.0% | +6.5% | -9.5% | -4.8% |
| 30D | -26.7% | +18.8% | -45.5% | -31.8% |
| 3M | -25.3% | +26.7% | -52.0% | -33.1% |
| 6M | -35.3% | +62.2% | -97.4% | -48.0% |
| YTD | -39.8% | +48.5% | -88.3% | -50.8% |
| 1Y | -39.2% | +26.4% | -65.6% | -49.6% |
| 3Y | -4.2% | +159.4% | -163.7% | -51.9% |
| All | -20.0% | +275.8% | -295.8% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling