-23.3%
ONON vs ROIV
+309.8%
-333.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -5.3% | +19.0% | -24.3% | -8.2% |
| 30D | -13.1% | +16.1% | -29.3% | -15.5% |
| 3M | -29.3% | +44.1% | -73.4% | -33.8% |
| 6M | -34.5% | +37.8% | -72.4% | -38.4% |
| YTD | -42.2% | +88.7% | -130.9% | -48.7% |
| 1Y | -37.3% | +197.3% | -234.7% | -48.7% |
| 3Y | -9.3% | +224.9% | -234.2% | -28.3% |
| All | -23.3% | +309.8% | -333.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling