+11.4%
FPS vs ONON
-37.4%
+48.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.6% | +4.1% |
| 7D | +10.4% | -1.7% | +12.0% | +11.1% |
| 30D | -16.5% | -27.4% | +10.8% | -6.7% |
| 3M | -45.5% | -26.5% | -19.0% | -40.4% |
| 6M | +2.1% | -34.2% | +36.3% | +23.6% |
| All | +11.4% | -37.4% | +48.9% | +38.3% |
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 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