+523.3%
ON vs FDS
+127.7%
+395.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +12.2% | +1.5% | +10.8% | +11.6% |
| 30D | -3.1% | +14.8% | -18.0% | -9.1% |
| 3M | -12.9% | +16.3% | -29.2% | -19.6% |
| 6M | -38.6% | +66.2% | -104.8% | -55.7% |
| YTD | +31.2% | +16.2% | +15.0% | +13.5% |
| 1Y | +47.6% | +21.8% | +25.8% | +22.5% |
| 3Y | +6.6% | -23.9% | +30.5% | +18.8% |
| 5Y | +21.3% | -23.1% | +44.4% | +32.8% |
| All | +523.3% | +127.7% | +395.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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