+591.8%
ON vs FDS
+72.8%
+519.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.3% |
| 7D | -1.9% | -8.8% | +6.9% | +2.0% |
| 30D | -11.0% | -1.4% | -9.7% | -11.0% |
| 3M | -39.3% | +13.9% | -53.2% | -45.4% |
| 6M | +19.8% | +27.4% | -7.6% | -2.7% |
| YTD | +31.1% | -2.5% | +33.5% | +23.7% |
| 1Y | +46.0% | -23.8% | +69.8% | +59.8% |
| 3Y | -27.5% | -32.5% | +5.0% | -16.0% |
| 5Y | +56.9% | -23.2% | +80.1% | +63.4% |
| 10Y | +591.8% | +76.4% | +515.4% | +318.2% |
| All | +591.8% | +72.8% | +519.0% | +318.2% |
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