-10.5%
ONON vs USFR
+14.1%
-24.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -13.1% | +0.3% | -13.5% | -13.4% |
| 3M | -29.3% | +1.0% | -30.3% | -29.1% |
| 6M | -34.5% | +1.9% | -36.5% | -33.8% |
| YTD | -42.2% | +2.7% | -44.9% | -41.4% |
| 1Y | -37.3% | +4.0% | -41.3% | -37.1% |
| All | -10.5% | +14.1% | -24.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling