-23.3%
ONON vs QID
-81.2%
+57.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.3% |
| 7D | -3.5% | -1.9% | -1.5% | -4.6% |
| 30D | -30.8% | +1.7% | -32.5% | -29.8% |
| 3M | -29.8% | -3.9% | -25.9% | -30.8% |
| 6M | -34.8% | -30.0% | -4.8% | -46.9% |
| YTD | -42.3% | -28.2% | -14.0% | -51.7% |
| 1Y | -39.5% | -35.6% | -3.9% | -52.6% |
| 3Y | -9.3% | -74.3% | +65.0% | -55.8% |
| All | -23.3% | -81.2% | +57.9% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling