-22.1%
ONON vs RF
+89.5%
-111.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.9% |
| 7D | -1.7% | +2.7% | -4.3% | -3.3% |
| 30D | -27.4% | -3.4% | -24.0% | -25.9% |
| 3M | -26.5% | +6.4% | -32.9% | -29.6% |
| 6M | -34.2% | +13.4% | -47.6% | -39.5% |
| YTD | -41.3% | +14.2% | -55.6% | -46.3% |
| 1Y | -39.7% | +15.7% | -55.4% | -45.5% |
| 3Y | -7.8% | +91.3% | -99.2% | -41.5% |
| All | -22.1% | +89.5% | -111.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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