-23.3%
ONON vs VTR
+86.5%
-109.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.5% |
| 7D | -5.3% | -1.8% | -3.5% | -4.5% |
| 30D | -13.1% | +4.0% | -17.1% | -14.8% |
| 3M | -29.3% | +7.8% | -37.2% | -31.8% |
| 6M | -34.5% | +6.4% | -40.9% | -36.6% |
| YTD | -42.2% | +18.3% | -60.5% | -47.1% |
| 1Y | -37.3% | +33.9% | -71.3% | -46.5% |
| 3Y | -9.3% | +134.3% | -143.6% | -47.3% |
| All | -23.3% | +86.5% | -109.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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