-80.3%
FIG vs ONON
-46.4%
-34.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.9% |
| 7D | -16.4% | -1.7% | -14.7% | -15.9% |
| 30D | -2.3% | -27.4% | +25.1% | +7.2% |
| 3M | +7.8% | -26.5% | +34.3% | +17.4% |
| 6M | -21.8% | -34.2% | +12.4% | -10.9% |
| YTD | -39.1% | -41.3% | +2.2% | -27.3% |
| 1Y | -56.6% | -39.7% | -17.0% | -45.9% |
| All | -80.3% | -46.4% | -34.0% | -74.0% |
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