-5.5%
ONON vs Z
-68.6%
+63.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.5% | -3.9% |
| 7D | -11.9% | -4.9% | -7.0% | -10.1% |
| 30D | -6.8% | +3.0% | -9.8% | -8.6% |
| 3M | +6.6% | -13.4% | +20.1% | +10.8% |
| 6M | -2.2% | -27.3% | +25.1% | +7.7% |
| YTD | -28.9% | -57.8% | +28.9% | -4.1% |
| 1Y | -20.3% | -60.0% | +39.7% | +9.4% |
| 3Y | +22.9% | -21.5% | +44.5% | +17.7% |
| 5Y | -11.1% | -55.0% | +43.9% | -7.9% |
| All | -5.5% | -68.6% | +63.1% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling