-21.7%
ONON vs VICR
+56.5%
-78.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.1% | -0.2% |
| 7D | -2.1% | +5.0% | -7.0% | -3.2% |
| 30D | -11.6% | -12.5% | +0.9% | -9.7% |
| 3M | -30.1% | -33.6% | +3.5% | -26.6% |
| 6M | -30.5% | +10.7% | -41.2% | -38.2% |
| YTD | -41.0% | +80.6% | -121.6% | -54.7% |
| 1Y | -36.7% | +288.4% | -325.1% | -61.4% |
| 3Y | -8.6% | +213.8% | -222.4% | -46.2% |
| All | -21.7% | +56.5% | -78.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling