-8.6%
ONON vs VIVK
-100.0%
+91.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.5% | +2.2% |
| 7D | -2.1% | -4.4% | +2.3% | -2.0% |
| 30D | -11.6% | -40.8% | +29.2% | -11.2% |
| 3M | -30.1% | -94.1% | +64.0% | -28.5% |
| 6M | -30.5% | -98.2% | +67.7% | -28.6% |
| YTD | -41.0% | -98.0% | +57.0% | -40.0% |
| 1Y | -36.7% | -100.0% | +63.3% | -31.4% |
| 3Y | -8.6% | -100.0% | +91.4% | -14.7% |
| All | -8.6% | -100.0% | +91.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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