-20.0%
ONON vs PR
+385.1%
-405.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -3.0% | +2.9% | -5.9% | -3.7% |
| 30D | -26.7% | +18.0% | -44.7% | -29.8% |
| 3M | -25.3% | +16.9% | -42.2% | -28.7% |
| 6M | -35.3% | +28.2% | -63.5% | -40.5% |
| YTD | -39.8% | +69.3% | -109.1% | -49.1% |
| 1Y | -39.2% | +69.5% | -108.7% | -48.9% |
| 3Y | -4.2% | +81.7% | -85.9% | -22.8% |
| All | -20.0% | +385.1% | -405.1% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling