+67.2%
FDX vs ONON
-23.0%
+90.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.2% |
| 7D | -3.3% | -1.7% | -1.7% | -3.0% |
| 30D | -1.4% | -27.4% | +26.0% | +3.5% |
| 3M | -4.5% | -26.5% | +22.0% | -0.2% |
| 6M | +9.4% | -34.2% | +43.6% | +16.0% |
| YTD | +36.0% | -41.3% | +77.3% | +46.7% |
| 1Y | +75.5% | -39.7% | +115.2% | +87.4% |
| 3Y | +62.8% | -7.8% | +70.6% | +57.1% |
| All | +67.2% | -23.0% | +90.2% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling