-10.5%
ONON vs Z
-37.2%
+26.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.5% | -7.1% | +3.6% | -1.3% |
| 30D | -30.8% | -4.8% | -26.0% | -30.0% |
| 3M | -29.8% | -9.3% | -20.5% | -28.3% |
| 6M | -34.8% | -29.0% | -5.9% | -28.4% |
| YTD | -42.3% | -52.9% | +10.6% | -28.6% |
| 1Y | -39.5% | -63.1% | +23.6% | -19.6% |
| All | -10.5% | -37.2% | +26.7% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling