-20.0%
ONON vs PL
+82.8%
-102.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -3.0% | -9.3% | +6.3% | -1.5% |
| 30D | -26.7% | -18.9% | -7.8% | -24.4% |
| 3M | -25.3% | -58.4% | +33.1% | -15.3% |
| 6M | -35.3% | -30.3% | -4.9% | -35.5% |
| YTD | -39.8% | -8.1% | -31.7% | -44.2% |
| 1Y | -39.2% | +180.5% | -219.7% | -58.4% |
| 3Y | -4.2% | +444.1% | -448.4% | -52.6% |
| All | -20.0% | +82.8% | -102.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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