-21.7%
ONON vs TRU
-32.8%
+11.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | -2.1% | -2.7% | +0.7% | -0.7% |
| 30D | -11.6% | -2.0% | -9.6% | -10.9% |
| 3M | -30.1% | +18.4% | -48.5% | -36.9% |
| 6M | -30.5% | +8.9% | -39.4% | -34.9% |
| YTD | -41.0% | -8.9% | -32.1% | -39.8% |
| 1Y | -36.7% | -15.9% | -20.8% | -33.1% |
| 3Y | -8.6% | -1.1% | -7.5% | -16.6% |
| All | -21.7% | -32.8% | +11.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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