+43.4%
ON vs FICO
-58.1%
+101.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.8% |
| 7D | -4.1% | +0.9% | -5.0% | -4.1% |
| 30D | -10.2% | +9.4% | -19.7% | -9.5% |
| 3M | -12.7% | -30.4% | +17.6% | -15.4% |
| 6M | -32.5% | -35.1% | +2.6% | -35.8% |
| YTD | +28.6% | -56.8% | +85.3% | +26.4% |
| 1Y | +43.4% | -58.4% | +101.8% | +41.8% |
| All | +43.4% | -58.1% | +101.5% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling