-23.3%
ONON vs ROP
-13.9%
-9.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -0.7% |
| 7D | -3.5% | -6.1% | +2.7% | +0.8% |
| 30D | -30.8% | -3.4% | -27.4% | -29.1% |
| 3M | -29.8% | +16.7% | -46.5% | -37.5% |
| 6M | -34.8% | +8.1% | -42.9% | -39.1% |
| YTD | -42.3% | -11.7% | -30.6% | -37.0% |
| 1Y | -39.5% | -24.2% | -15.3% | -25.0% |
| 3Y | -9.3% | -19.0% | +9.7% | +2.4% |
| All | -23.3% | -13.9% | -9.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling