-23.3%
ONON vs VSXY
+26.9%
-50.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | -3.5% | -10.7% | +7.3% | -0.8% |
| 30D | -30.8% | -24.3% | -6.5% | -25.4% |
| 3M | -29.8% | +1.0% | -30.8% | -30.3% |
| 6M | -34.8% | +57.4% | -92.2% | -45.8% |
| YTD | -42.3% | +39.8% | -82.0% | -50.8% |
| 1Y | -39.5% | +196.5% | -236.0% | -60.5% |
| 3Y | -9.3% | +357.2% | -366.5% | -57.1% |
| All | -23.3% | +26.9% | -50.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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