+523.3%
ON vs FICO
+527.0%
-3.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | +2.2% | +10.0% | +11.2% |
| 30D | -3.1% | +0.1% | -3.2% | -4.3% |
| 3M | -12.9% | -35.2% | +22.3% | -0.3% |
| 6M | -38.6% | -32.4% | -6.2% | -35.1% |
| YTD | +31.2% | -57.4% | +88.6% | +71.7% |
| 1Y | +47.6% | -58.5% | +106.2% | +95.5% |
| 3Y | +6.6% | -28.9% | +35.5% | -14.4% |
| 5Y | +21.3% | +91.7% | -70.4% | -55.3% |
| All | +523.3% | +527.0% | -3.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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