-21.7%
ONON vs QID
-81.1%
+59.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +1.0% |
| 7D | -2.1% | +1.3% | -3.3% | -1.3% |
| 30D | -11.6% | +2.9% | -14.6% | -9.8% |
| 3M | -30.1% | -0.7% | -29.4% | -29.7% |
| 6M | -30.5% | -29.7% | -0.8% | -43.2% |
| YTD | -41.0% | -27.9% | -13.2% | -50.6% |
| 1Y | -36.7% | -34.6% | -2.1% | -49.8% |
| 3Y | -8.6% | -73.5% | +64.9% | -54.6% |
| All | -21.7% | -81.1% | +59.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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