+163.8%
ON vs FDS
+2,074.1%
-1,910.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.2% |
| 7D | -11.7% | -0.5% | -11.2% | -11.7% |
| 30D | -23.3% | +20.2% | -43.5% | -30.5% |
| 3M | -19.2% | +19.9% | -39.0% | -27.7% |
| 6M | -40.1% | +56.2% | -96.3% | -56.5% |
| YTD | +16.9% | +14.6% | +2.4% | -2.9% |
| 1Y | +29.7% | +31.6% | -1.9% | -0.9% |
| 3Y | -4.4% | -23.8% | +19.4% | -3.8% |
| 5Y | +7.1% | -22.6% | +29.6% | +6.9% |
| 10Y | +447.2% | +139.3% | +307.9% | +201.2% |
| All | +163.8% | +2,074.1% | -1,910.3% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling