-23.3%
ONON vs TRU
-33.4%
+10.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -3.5% | -6.5% | +3.0% | -0.2% |
| 30D | -30.8% | -2.5% | -28.3% | -30.2% |
| 3M | -29.8% | +10.4% | -40.2% | -34.3% |
| 6M | -34.8% | +1.6% | -36.5% | -36.6% |
| YTD | -42.3% | -9.7% | -32.6% | -40.8% |
| 1Y | -39.5% | -17.3% | -22.3% | -35.5% |
| 3Y | -9.3% | -1.8% | -7.5% | -17.0% |
| All | -23.3% | -33.4% | +10.1% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling