-20.0%
ONON vs ROP
-10.1%
-9.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +1.1% |
| 7D | -3.0% | -4.4% | +1.5% | +0.1% |
| 30D | -26.7% | +3.2% | -29.9% | -28.3% |
| 3M | -25.3% | +23.1% | -48.4% | -35.9% |
| 6M | -35.3% | +13.3% | -48.6% | -41.5% |
| YTD | -39.8% | -7.9% | -31.9% | -36.2% |
| 1Y | -39.2% | -22.1% | -17.2% | -25.8% |
| 3Y | -4.2% | -16.8% | +12.6% | +6.6% |
| All | -20.0% | -10.1% | -9.9% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling