+196.8%
ON vs FICO
+5,655.6%
-5,458.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -0.6% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 30D | -17.1% | +1.7% | -18.8% | -19.0% |
| 3M | -11.8% | -33.0% | +21.2% | -2.2% |
| 6M | -30.2% | -33.9% | +3.7% | -25.6% |
| YTD | +31.6% | -58.5% | +90.1% | +67.7% |
| 1Y | +47.6% | -56.4% | +103.9% | +82.9% |
| 3Y | +4.4% | -24.7% | +29.0% | -7.8% |
| 5Y | +19.0% | +83.1% | -64.1% | -32.8% |
| 10Y | +515.7% | +517.2% | -1.5% | +113.1% |
| All | +196.8% | +5,655.6% | -5,458.7% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling