+69.0%
FERG vs ONON
-22.6%
+91.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -2.6% | -2.1% | -0.5% | -2.2% |
| 30D | -8.9% | -11.6% | +2.7% | -7.0% |
| 3M | -2.0% | -30.1% | +28.1% | +3.4% |
| 6M | -3.2% | -30.5% | +27.3% | +1.8% |
| YTD | +1.5% | -41.0% | +42.5% | +9.4% |
| 1Y | +0.5% | -36.7% | +37.2% | +6.6% |
| 3Y | +50.4% | -8.6% | +59.0% | +47.3% |
| All | +69.0% | -22.6% | +91.5% | +53.8% |
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