+108.1%
FAST vs ONON
-20.9%
+129.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | -0.8% | -26.7% | +25.9% | +2.3% |
| 3M | +5.8% | -25.3% | +31.1% | +8.7% |
| 6M | +8.0% | -35.3% | +43.2% | +12.4% |
| YTD | +25.6% | -39.8% | +65.4% | +31.7% |
| 1Y | +0.8% | -39.2% | +40.0% | +5.3% |
| 3Y | +86.1% | -4.2% | +90.3% | +79.2% |
| All | +108.1% | -20.9% | +129.1% | +89.7% |
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