-23.3%
ONON vs QS
-75.3%
+52.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -5.3% | -5.0% | -0.4% | -4.4% |
| 30D | -13.1% | -18.3% | +5.2% | -9.7% |
| 3M | -29.3% | -26.0% | -3.3% | -25.9% |
| 6M | -34.5% | -24.0% | -10.5% | -32.5% |
| YTD | -42.2% | -50.3% | +8.1% | -35.5% |
| 1Y | -37.3% | -38.0% | +0.6% | -37.1% |
| 3Y | -9.3% | -24.6% | +15.3% | -29.8% |
| All | -23.3% | -75.3% | +52.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling