-2.3%
ONON vs PR
+225.0%
-227.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +10.6% | -16.4% | +27.0% | +15.1% |
| 30D | +12.5% | -1.9% | +14.4% | +12.4% |
| 3M | +0.1% | +8.0% | -7.9% | -2.9% |
| 6M | +3.6% | +4.1% | -0.5% | +0.7% |
| YTD | -19.6% | +58.7% | -78.3% | -32.0% |
| 1Y | +5.2% | +75.8% | -70.6% | -14.0% |
| 3Y | +33.1% | +73.2% | -40.0% | +6.7% |
| All | -2.3% | +225.0% | -227.3% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling