-23.3%
ONON vs PR
+390.5%
-413.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -3.5% | -0.8% | -2.6% | -3.3% |
| 30D | -30.8% | +11.3% | -42.0% | -32.7% |
| 3M | -29.8% | +24.1% | -53.9% | -34.0% |
| 6M | -34.8% | +25.4% | -60.2% | -39.7% |
| YTD | -42.3% | +71.2% | -113.5% | -51.3% |
| 1Y | -39.5% | +78.6% | -118.2% | -49.9% |
| 3Y | -9.3% | +85.2% | -94.5% | -27.2% |
| All | -23.3% | +390.5% | -413.8% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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