-36.7%
ONON vs ROP
-23.7%
-12.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -4.6% | +2.5% | -0.6% |
| 30D | -11.6% | -1.7% | -9.9% | -11.1% |
| 3M | -30.1% | +17.1% | -47.2% | -33.1% |
| 6M | -30.5% | +10.9% | -41.4% | -32.4% |
| YTD | -41.0% | -12.1% | -28.9% | -34.1% |
| 1Y | -36.7% | -24.2% | -12.5% | -24.7% |
| All | -36.7% | -23.7% | -12.9% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling