-22.1%
ONON vs VMC
+53.0%
-75.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -1.4% |
| 7D | -1.7% | -0.5% | -1.1% | -1.3% |
| 30D | -27.4% | -9.1% | -18.3% | -22.4% |
| 3M | -26.5% | -4.1% | -22.4% | -24.7% |
| 6M | -34.2% | -5.5% | -28.7% | -32.1% |
| YTD | -41.3% | -8.9% | -32.4% | -38.8% |
| 1Y | -39.7% | -12.9% | -26.7% | -35.2% |
| 3Y | -7.8% | +22.1% | -30.0% | -29.7% |
| All | -22.1% | +53.0% | -75.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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