-23.3%
ONON vs TAP
-2.5%
-20.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.3% | -5.3% | -0.1% | -4.0% |
| 30D | -13.1% | -7.4% | -5.8% | -11.5% |
| 3M | -29.3% | -4.9% | -24.4% | -28.4% |
| 6M | -34.5% | -14.2% | -20.3% | -32.3% |
| YTD | -42.2% | -14.8% | -27.4% | -40.4% |
| 1Y | -37.3% | -18.1% | -19.2% | -34.9% |
| 3Y | -9.3% | -32.7% | +23.5% | -1.4% |
| All | -23.3% | -2.5% | -20.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling