-22.1%
ONON vs TRMB
-35.9%
+13.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -27.4% | -1.2% | -26.2% | -26.8% |
| 3M | -26.5% | +9.6% | -36.1% | -31.9% |
| 6M | -34.2% | -16.1% | -18.1% | -26.3% |
| YTD | -41.3% | -25.0% | -16.4% | -28.9% |
| 1Y | -39.7% | -27.7% | -12.0% | -25.1% |
| 3Y | -7.8% | +15.3% | -23.1% | -25.8% |
| All | -22.1% | -35.9% | +13.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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