-39.5%
ONON vs RF
+15.2%
-54.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -3.5% | -0.1% | -3.3% | -3.4% |
| 30D | -30.8% | -4.0% | -26.8% | -29.3% |
| 3M | -29.8% | +5.6% | -35.4% | -32.2% |
| 6M | -34.8% | +13.1% | -47.9% | -39.9% |
| YTD | -42.3% | +13.6% | -55.8% | -46.6% |
| 1Y | -39.5% | +16.0% | -55.5% | -45.1% |
| All | -39.5% | +15.2% | -54.7% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling