-21.7%
ONON vs Z
-64.6%
+42.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.5% |
| 7D | -2.1% | -6.0% | +4.0% | +0.2% |
| 30D | -11.6% | -2.3% | -9.3% | -11.2% |
| 3M | -30.1% | -0.6% | -29.5% | -30.7% |
| 6M | -30.5% | -27.6% | -2.9% | -22.4% |
| YTD | -41.0% | -52.4% | +11.3% | -23.1% |
| 1Y | -36.7% | -63.6% | +26.9% | -8.7% |
| 3Y | -8.6% | -36.4% | +27.8% | -2.0% |
| All | -21.7% | -64.6% | +42.9% | -25.4% |
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