-20.0%
ONON vs S
-67.7%
+47.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -3.0% | -7.7% | +4.7% | -0.4% |
| 30D | -26.7% | -5.3% | -21.4% | -25.9% |
| 3M | -25.3% | +20.3% | -45.6% | -31.2% |
| 6M | -35.3% | +47.4% | -82.6% | -45.7% |
| YTD | -39.8% | +32.5% | -72.3% | -47.8% |
| 1Y | -39.2% | +9.5% | -48.7% | -44.0% |
| 3Y | -4.2% | +15.5% | -19.8% | -21.2% |
| All | -20.0% | -67.7% | +47.6% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling