-10.5%
ONON vs RUN
-38.5%
+28.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.3% |
| 7D | -5.3% | -3.4% | -2.0% | -5.0% |
| 30D | -13.1% | -14.0% | +0.8% | -11.7% |
| 3M | -29.3% | -27.5% | -1.9% | -27.0% |
| 6M | -34.5% | -29.0% | -5.6% | -32.5% |
| YTD | -42.2% | -53.1% | +10.9% | -38.4% |
| 1Y | -37.3% | -46.7% | +9.4% | -34.9% |
| All | -10.5% | -38.5% | +28.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling