+32.0%
ON vs FIG
-71.6%
+103.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.1% |
| 7D | +2.4% | -16.3% | +18.7% | +2.7% |
| 30D | -3.3% | -14.3% | +11.0% | -2.9% |
| 3M | -43.6% | +7.2% | -50.7% | -43.4% |
| 6M | +19.0% | -18.6% | +37.6% | +24.4% |
| YTD | +37.4% | -35.5% | +72.8% | +50.7% |
| 1Y | +54.8% | -55.8% | +110.6% | +84.6% |
| All | +32.0% | -71.6% | +103.6% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling