-23.3%
ONON vs TAP
-2.4%
-20.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -3.5% | -5.1% | +1.6% | -2.2% |
| 30D | -30.8% | -8.4% | -22.3% | -29.2% |
| 3M | -29.8% | -3.9% | -25.9% | -29.1% |
| 6M | -34.8% | -14.4% | -20.4% | -32.5% |
| YTD | -42.3% | -14.7% | -27.5% | -40.5% |
| 1Y | -39.5% | -18.7% | -20.9% | -37.0% |
| 3Y | -9.3% | -32.6% | +23.4% | -1.4% |
| All | -23.3% | -2.4% | -20.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling