+25.9%
ON vs FIG
-74.1%
+100.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | -0.1% |
| 7D | -1.9% | -14.5% | +12.6% | -1.6% |
| 30D | -11.0% | -13.3% | +2.3% | -10.8% |
| 3M | -39.3% | +7.4% | -46.8% | -39.7% |
| 6M | +19.8% | -27.8% | +47.6% | +26.2% |
| YTD | +31.1% | -41.1% | +72.2% | +44.1% |
| 1Y | +46.0% | -58.7% | +104.7% | +73.6% |
| All | +25.9% | -74.1% | +100.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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