-21.7%
ONON vs VRSK
-11.4%
-10.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.1% | -5.2% | +3.1% | +0.1% |
| 30D | -11.6% | -2.3% | -9.3% | -10.9% |
| 3M | -30.1% | -2.9% | -27.2% | -29.8% |
| 6M | -30.5% | -12.8% | -17.7% | -26.8% |
| YTD | -41.0% | -20.8% | -20.2% | -35.0% |
| 1Y | -36.7% | -33.2% | -3.5% | -23.6% |
| 3Y | -8.6% | -26.6% | +18.0% | -5.8% |
| All | -21.7% | -11.4% | -10.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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