-39.2%
ONON vs Z
-58.8%
+19.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | -3.0% | -3.0% | 0.0% | -2.3% |
| 30D | -26.7% | -4.2% | -22.5% | -26.1% |
| 3M | -25.3% | -3.7% | -21.6% | -25.2% |
| 6M | -35.3% | -24.5% | -10.7% | -31.6% |
| YTD | -39.8% | -49.3% | +9.5% | -32.0% |
| 1Y | -39.2% | -58.7% | +19.5% | -28.6% |
| All | -39.2% | -58.8% | +19.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling