-21.7%
ONON vs TROW
-38.2%
+16.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.1% |
| 7D | -2.1% | -3.2% | +1.1% | +0.6% |
| 30D | -11.6% | -4.6% | -7.0% | -8.1% |
| 3M | -30.1% | -0.7% | -29.4% | -30.4% |
| 6M | -30.5% | +22.2% | -52.7% | -42.1% |
| YTD | -41.0% | +6.6% | -47.7% | -45.0% |
| 1Y | -36.7% | +5.8% | -42.5% | -40.7% |
| 3Y | -8.6% | +11.6% | -20.2% | -21.3% |
| All | -21.7% | -38.2% | +16.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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