-23.3%
ONON vs ROP
-14.3%
-9.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -5.3% | -8.0% | +2.7% | +0.2% |
| 30D | -13.1% | -2.7% | -10.4% | -11.6% |
| 3M | -29.3% | +16.6% | -45.9% | -37.1% |
| 6M | -34.5% | +10.4% | -44.9% | -39.8% |
| YTD | -42.2% | -12.1% | -30.2% | -36.8% |
| 1Y | -37.3% | -23.6% | -13.7% | -22.9% |
| 3Y | -9.3% | -19.3% | +10.1% | +2.7% |
| All | -23.3% | -14.3% | -9.0% | -19.3% |
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