-23.3%
ONON vs PBR
+554.5%
-577.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -5.3% | +4.2% | -9.6% | -5.8% |
| 30D | -13.1% | +22.7% | -35.9% | -15.4% |
| 3M | -29.3% | +21.5% | -50.9% | -31.2% |
| 6M | -34.5% | +24.0% | -58.5% | -36.9% |
| YTD | -42.2% | +88.2% | -130.5% | -48.1% |
| 1Y | -37.3% | +74.8% | -112.2% | -43.2% |
| 3Y | -9.3% | +105.1% | -114.4% | -21.9% |
| All | -23.3% | +554.5% | -577.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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