-23.3%
ONON vs Z
-66.0%
+42.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.1% |
| 7D | -5.3% | -11.6% | +6.2% | -0.8% |
| 30D | -13.1% | -8.5% | -4.7% | -10.5% |
| 3M | -29.3% | -7.9% | -21.4% | -27.9% |
| 6M | -34.5% | -29.1% | -5.5% | -26.3% |
| YTD | -42.2% | -54.2% | +12.0% | -23.5% |
| 1Y | -37.3% | -63.5% | +26.2% | -9.8% |
| 3Y | -9.3% | -38.6% | +29.4% | -1.3% |
| All | -23.3% | -66.0% | +42.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling