-23.3%
ONON vs SIRI
-42.0%
+18.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -5.3% | -3.0% | -2.3% | -4.8% |
| 30D | -13.1% | +1.3% | -14.4% | -13.4% |
| 3M | -29.3% | +5.6% | -35.0% | -30.1% |
| 6M | -34.5% | +35.2% | -69.7% | -38.4% |
| YTD | -42.2% | +49.1% | -91.3% | -46.8% |
| 1Y | -37.3% | +26.8% | -64.1% | -40.6% |
| 3Y | -9.3% | -23.7% | +14.4% | -8.3% |
| All | -23.3% | -42.0% | +18.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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