-23.3%
ONON vs QS
-75.1%
+51.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.0% | -0.2% |
| 7D | -3.5% | -4.2% | +0.8% | -2.7% |
| 30D | -30.8% | -15.7% | -15.1% | -28.6% |
| 3M | -29.8% | -28.7% | -1.1% | -25.9% |
| 6M | -34.8% | -23.2% | -11.6% | -33.0% |
| YTD | -42.3% | -49.9% | +7.6% | -35.7% |
| 1Y | -39.5% | -38.8% | -0.7% | -39.1% |
| 3Y | -9.3% | -24.0% | +14.7% | -30.0% |
| All | -23.3% | -75.1% | +51.8% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling