-21.7%
ONON vs SPY
+83.9%
-105.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.7% |
| 7D | -2.1% | -0.8% | -1.3% | -0.8% |
| 30D | -11.6% | -1.1% | -10.5% | -9.9% |
| 3M | -30.1% | +3.9% | -34.0% | -34.5% |
| 6M | -30.5% | +13.6% | -44.1% | -44.0% |
| YTD | -41.0% | +12.7% | -53.7% | -51.7% |
| 1Y | -36.7% | +17.5% | -54.2% | -51.9% |
| 3Y | -8.6% | +76.9% | -85.5% | -67.0% |
| All | -21.7% | +83.9% | -105.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling