-23.3%
ONON vs S
-68.4%
+45.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -3.5% | -1.2% | -2.2% | -3.0% |
| 30D | -30.8% | -12.6% | -18.2% | -28.0% |
| 3M | -29.8% | +27.6% | -57.4% | -36.7% |
| 6M | -34.8% | +35.5% | -70.3% | -43.6% |
| YTD | -42.3% | +29.6% | -71.9% | -49.5% |
| 1Y | -39.5% | +8.1% | -47.7% | -44.0% |
| 3Y | -9.3% | +14.8% | -24.1% | -25.3% |
| All | -23.3% | -68.4% | +45.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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