-8.6%
ONON vs QSR
+25.8%
-34.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -2.1% | -4.0% | +1.9% | -1.1% |
| 30D | -11.6% | +2.8% | -14.4% | -12.3% |
| 3M | -30.1% | +5.1% | -35.2% | -31.0% |
| 6M | -30.5% | +8.8% | -39.3% | -32.2% |
| YTD | -41.0% | +14.8% | -55.9% | -43.2% |
| 1Y | -36.7% | +25.7% | -62.4% | -40.4% |
| 3Y | -8.6% | +27.5% | -36.1% | -19.9% |
| All | -8.6% | +25.8% | -34.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling