+535.7%
ON vs FDS
+127.5%
+408.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.1% | -2.0% | -2.1% | -3.4% |
| 30D | -10.2% | +13.5% | -23.7% | -15.4% |
| 3M | -12.7% | +15.2% | -27.9% | -19.3% |
| 6M | -32.5% | +47.0% | -79.6% | -48.2% |
| YTD | +28.6% | +13.9% | +14.7% | +12.0% |
| 1Y | +43.4% | +25.2% | +18.2% | +15.9% |
| 3Y | +3.3% | -25.3% | +28.7% | +15.9% |
| 5Y | +22.5% | -23.3% | +45.8% | +33.4% |
| 10Y | +535.7% | +126.0% | +409.7% | +222.1% |
| All | +535.7% | +127.5% | +408.2% | +222.1% |
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