+7.8%
ON vs FICO
+81.4%
-73.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -11.7% | -0.9% | -10.7% | -11.5% |
| 30D | -23.3% | +3.3% | -26.6% | -24.6% |
| 3M | -19.2% | -31.7% | +12.5% | -14.1% |
| 6M | -40.1% | -34.0% | -6.2% | -38.4% |
| YTD | +16.9% | -58.3% | +75.2% | +40.3% |
| 1Y | +29.7% | -57.9% | +87.7% | +54.5% |
| 3Y | -4.4% | -24.1% | +19.7% | -25.7% |
| All | +7.8% | +81.4% | -73.6% | -45.9% |
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