+26.1%
ON vs FIG
-73.2%
+99.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.2% | -4.3% |
| 7D | -2.2% | -16.4% | +14.2% | -1.9% |
| 30D | -12.4% | -2.3% | -10.1% | -12.4% |
| 3M | -41.2% | +7.8% | -49.0% | -41.4% |
| 6M | +25.0% | -21.8% | +46.8% | +30.3% |
| YTD | +31.3% | -39.1% | +70.4% | +44.2% |
| 1Y | +45.4% | -56.6% | +102.1% | +72.2% |
| All | +26.1% | -73.2% | +99.4% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling