+62.9%
ON vs FICO
+99.8%
-36.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.7% | +17.7% | +5.4% |
| 7D | +2.4% | -19.2% | +21.6% | +7.8% |
| 30D | -3.3% | -14.6% | +11.3% | -0.2% |
| 3M | -43.6% | -20.1% | -23.5% | -42.2% |
| 6M | +19.0% | -36.3% | +55.3% | +29.7% |
| YTD | +37.4% | -44.9% | +82.2% | +57.5% |
| 1Y | +54.8% | -38.6% | +93.4% | +65.3% |
| 3Y | -25.2% | +4.0% | -29.2% | -45.2% |
| All | +62.9% | +99.8% | -36.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling