-21.7%
ONON vs QS
-74.8%
+53.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.7% |
| 7D | -2.1% | -3.6% | +1.6% | -1.4% |
| 30D | -11.6% | -17.2% | +5.6% | -8.3% |
| 3M | -30.1% | -27.0% | -3.1% | -26.5% |
| 6M | -30.5% | -24.6% | -5.9% | -28.2% |
| YTD | -41.0% | -49.3% | +8.3% | -34.4% |
| 1Y | -36.7% | -40.3% | +3.6% | -35.8% |
| 3Y | -8.6% | -23.8% | +15.2% | -29.4% |
| All | -21.7% | -74.8% | +53.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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