+188.0%
ON vs FDS
+2,066.3%
-1,878.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.5% | +9.3% |
| 7D | -1.4% | -5.0% | +3.5% | +0.8% |
| 30D | -10.9% | +13.8% | -24.6% | -17.0% |
| 3M | -14.9% | +14.8% | -29.7% | -22.2% |
| 6M | -33.0% | +47.4% | -80.4% | -49.7% |
| YTD | +27.6% | +14.2% | +13.5% | +6.2% |
| 1Y | +44.5% | +26.6% | +17.8% | +12.8% |
| 3Y | +7.4% | -24.4% | +31.8% | +8.5% |
| 5Y | +18.7% | -22.6% | +41.4% | +18.5% |
| 10Y | +516.0% | +130.0% | +386.0% | +245.9% |
| All | +188.0% | +2,066.3% | -1,878.4% | -39.3% |
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