-64.4%
FIS vs ONON
-23.0%
-41.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.5% |
| 7D | -3.5% | -1.7% | -1.8% | -3.2% |
| 30D | -7.8% | -27.4% | +19.5% | -3.3% |
| 3M | +0.8% | -26.5% | +27.4% | +5.4% |
| 6M | -21.9% | -34.2% | +12.3% | -17.2% |
| YTD | -39.5% | -41.3% | +1.8% | -34.7% |
| 1Y | -41.0% | -39.7% | -1.3% | -36.9% |
| 3Y | -23.6% | -7.8% | -15.8% | -26.6% |
| All | -64.4% | -23.0% | -41.4% | -68.3% |
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