+653.2%
FLEX vs ONON
-24.2%
+677.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | +0.1% | -5.3% | +5.4% | +1.5% |
| 30D | -11.8% | -13.1% | +1.4% | -8.6% |
| 3M | -22.6% | -29.3% | +6.8% | -17.0% |
| 6M | +77.3% | -34.5% | +111.9% | +93.3% |
| YTD | +78.8% | -42.2% | +121.0% | +100.9% |
| 1Y | +86.1% | -37.3% | +123.4% | +103.2% |
| 3Y | +446.2% | -9.3% | +455.5% | +435.0% |
| All | +653.2% | -24.2% | +677.3% | +595.3% |
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 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