-65.5%
FIS vs ONON
-22.6%
-43.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -9.0% | -2.1% | -6.9% | -8.6% |
| 30D | -9.0% | -11.6% | +2.6% | -7.1% |
| 3M | -0.5% | -30.1% | +29.5% | +4.8% |
| 6M | -23.1% | -30.5% | +7.4% | -19.2% |
| YTD | -41.5% | -41.0% | -0.4% | -36.8% |
| 1Y | -42.2% | -36.7% | -5.5% | -38.6% |
| 3Y | -26.3% | -8.6% | -17.7% | -29.2% |
| All | -65.5% | -22.6% | -43.0% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling