-22.1%
ONON vs SAN
+380.6%
-402.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -1.7% | +3.3% | -5.0% | -3.3% |
| 30D | -27.4% | +1.1% | -28.5% | -27.8% |
| 3M | -26.5% | +22.2% | -48.7% | -34.1% |
| 6M | -34.2% | +36.0% | -70.2% | -44.3% |
| YTD | -41.3% | +28.2% | -69.6% | -49.2% |
| 1Y | -39.7% | +54.1% | -93.8% | -52.7% |
| 3Y | -7.8% | +354.2% | -362.1% | -62.0% |
| All | -22.1% | +380.6% | -402.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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