-23.3%
ONON vs VIVK
-100.0%
+76.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -5.3% | -9.5% | +4.1% | -5.2% |
| 30D | -13.1% | -35.1% | +22.0% | -12.5% |
| 3M | -29.3% | -93.4% | +64.0% | -26.8% |
| 6M | -34.5% | -98.0% | +63.4% | -31.6% |
| YTD | -42.2% | -97.9% | +55.6% | -40.5% |
| 1Y | -37.3% | -100.0% | +62.6% | -30.4% |
| 3Y | -9.3% | -100.0% | +90.7% | -1.4% |
| All | -23.3% | -100.0% | +76.7% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling