-5.5%
ONON vs ROIV
+300.3%
-305.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | -4.0% |
| 7D | -11.9% | +9.2% | -21.1% | -13.1% |
| 30D | -6.8% | +19.9% | -26.7% | -9.5% |
| 3M | +6.6% | +10.6% | -3.9% | +4.3% |
| 6M | -2.2% | +36.1% | -38.3% | -8.0% |
| YTD | -28.9% | +84.3% | -113.1% | -36.7% |
| 1Y | -20.3% | +87.6% | -107.9% | -29.5% |
| 3Y | +22.9% | +353.9% | -331.0% | -7.1% |
| 5Y | -11.1% | +376.1% | -387.2% | -42.4% |
| All | -5.5% | +300.3% | -305.8% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling