+69.5%
FERG vs ONON
-24.2%
+93.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +0.9% | -3.5% | +4.4% | +1.5% |
| 30D | -15.1% | -30.8% | +15.7% | -10.1% |
| 3M | -4.8% | -29.8% | +25.0% | +0.4% |
| 6M | -2.5% | -34.8% | +32.4% | +3.6% |
| YTD | +1.8% | -42.3% | +44.1% | +10.1% |
| 1Y | -0.3% | -39.5% | +39.2% | +6.6% |
| 3Y | +52.9% | -9.3% | +62.2% | +50.0% |
| All | +69.5% | -24.2% | +93.7% | +54.8% |
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 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