+27.9%
F vs ONON
-1.9%
+29.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | -10.1% | +8.0% | +0.4% |
| 30D | +3.3% | -1.8% | +5.1% | +3.6% |
| 3M | -11.3% | +12.3% | -23.6% | -14.1% |
| 6M | +5.3% | +2.0% | +3.3% | +3.4% |
| YTD | -2.2% | -25.3% | +23.1% | +3.0% |
| 1Y | -3.5% | -1.3% | -2.2% | -5.5% |
| 3Y | +49.5% | +29.0% | +20.5% | +29.6% |
| 5Y | -13.5% | -6.2% | -7.3% | -30.7% |
| All | +27.9% | -1.9% | +29.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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