+62.9%
ON vs FDS
-17.4%
+80.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.5% |
| 7D | +2.4% | -1.9% | +4.3% | +2.7% |
| 30D | -3.3% | +9.0% | -12.3% | -4.6% |
| 3M | -43.6% | +18.9% | -62.4% | -45.3% |
| 6M | +19.0% | +35.1% | -16.2% | +8.0% |
| YTD | +37.4% | +5.5% | +31.9% | +40.1% |
| 1Y | +54.8% | -16.8% | +71.6% | +79.3% |
| 3Y | -25.2% | -28.1% | +2.9% | -7.6% |
| All | +62.9% | -17.4% | +80.3% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling