-23.3%
ONON vs VICR
+40.8%
-64.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -13.1% | -15.6% | +2.4% | -10.6% |
| 3M | -29.3% | -35.4% | +6.0% | -25.5% |
| 6M | -34.5% | +1.3% | -35.8% | -40.8% |
| YTD | -42.2% | +62.5% | -104.7% | -54.6% |
| 1Y | -37.3% | +255.5% | -292.8% | -61.1% |
| 3Y | -9.3% | +182.0% | -191.3% | -45.4% |
| All | -23.3% | +40.8% | -64.1% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling