-21.7%
ONON vs RUN
-80.6%
+58.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -2.1% | -3.7% | +1.6% | -1.4% |
| 30D | -11.6% | -13.0% | +1.4% | -9.3% |
| 3M | -30.1% | -31.8% | +1.7% | -25.4% |
| 6M | -30.5% | -32.2% | +1.7% | -26.4% |
| YTD | -41.0% | -53.5% | +12.4% | -34.5% |
| 1Y | -36.7% | -46.5% | +9.8% | -33.0% |
| 3Y | -8.6% | -37.6% | +29.0% | -29.4% |
| All | -21.7% | -80.6% | +58.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling