-3.9%
ONON vs ROP
+6.2%
-10.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -10.0% | +0.7% | -10.7% | -10.4% |
| 30D | -5.3% | +28.8% | -34.1% | -20.2% |
| 3M | +6.5% | +21.1% | -14.6% | -6.8% |
| 6M | -5.0% | +52.5% | -57.5% | -30.0% |
| YTD | -27.6% | +8.9% | -36.5% | -31.6% |
| 1Y | -20.7% | +8.2% | -28.9% | -24.6% |
| 3Y | +26.6% | -5.2% | +31.8% | +30.4% |
| 5Y | -9.6% | +1.7% | -11.3% | -17.7% |
| All | -3.9% | +6.2% | -10.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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