-25.5%
FIS vs ONON
-8.6%
-16.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -7.9% | -2.1% | -5.8% | -7.6% |
| 30D | -8.0% | -11.6% | +3.6% | -6.2% |
| 3M | +0.6% | -30.1% | +30.7% | +5.6% |
| 6M | -22.2% | -30.5% | +8.3% | -18.5% |
| YTD | -40.8% | -41.0% | +0.2% | -36.4% |
| 1Y | -41.5% | -36.7% | -4.8% | -38.0% |
| 3Y | -25.5% | -8.6% | -16.9% | -30.9% |
| All | -25.5% | -8.6% | -16.9% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling