-23.3%
ONON vs RGEN
-44.2%
+20.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -5.3% | -2.9% | -2.4% | -4.2% |
| 30D | -13.1% | -0.1% | -13.1% | -13.4% |
| 3M | -29.3% | +25.9% | -55.3% | -36.2% |
| 6M | -34.5% | +35.2% | -69.8% | -43.1% |
| YTD | -42.2% | +0.5% | -42.7% | -43.6% |
| 1Y | -37.3% | +37.0% | -74.3% | -46.6% |
| 3Y | -9.3% | +2.0% | -11.3% | -18.9% |
| All | -23.3% | -44.2% | +20.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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