+188.0%
ON vs FDX
+1,228.9%
-1,040.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.5% | +5.7% | +7.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.3% |
| 30D | -10.9% | +9.3% | -20.2% | -15.6% |
| 3M | -14.9% | +0.5% | -15.3% | -15.4% |
| 6M | -33.0% | +5.3% | -38.4% | -35.2% |
| YTD | +27.6% | +38.6% | -11.0% | +3.8% |
| 1Y | +44.5% | +53.5% | -9.0% | +9.8% |
| 3Y | +7.4% | +74.2% | -66.8% | -26.5% |
| 5Y | +18.7% | +75.3% | -56.5% | -21.9% |
| 10Y | +516.0% | +156.3% | +359.7% | +205.5% |
| All | +188.0% | +1,228.9% | -1,040.9% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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