-3.9%
ONON vs Z
-67.6%
+63.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.4% |
| 7D | -10.0% | +0.8% | -10.8% | -10.2% |
| 30D | -5.3% | +5.2% | -10.5% | -7.8% |
| 3M | +6.5% | -17.0% | +23.5% | +12.6% |
| 6M | -5.0% | -22.7% | +17.7% | +2.2% |
| YTD | -27.6% | -56.3% | +28.7% | -3.7% |
| 1Y | -20.7% | -57.7% | +37.0% | +6.5% |
| 3Y | +26.6% | -16.5% | +43.2% | +18.2% |
| 5Y | -9.6% | -53.4% | +43.8% | -7.6% |
| All | -3.9% | -67.6% | +63.6% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling