-10.5%
ONON vs SPY
+75.5%
-86.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | -5.3% | -2.0% | -3.3% | -2.6% |
| 30D | -13.1% | -1.7% | -11.5% | -11.0% |
| 3M | -29.3% | +4.7% | -34.1% | -33.8% |
| 6M | -34.5% | +12.5% | -47.0% | -44.6% |
| YTD | -42.2% | +11.7% | -54.0% | -50.5% |
| 1Y | -37.3% | +17.5% | -54.8% | -50.1% |
| All | -10.5% | +75.5% | -86.0% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling