+46.0%
ON vs FITB
+23.4%
+22.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -11.0% | -5.1% | -5.9% | -8.8% |
| 3M | -39.3% | +3.5% | -42.9% | -40.8% |
| 6M | +19.8% | +17.2% | +2.6% | +7.8% |
| YTD | +31.1% | +17.6% | +13.4% | +16.6% |
| 1Y | +46.0% | +23.4% | +22.6% | +24.6% |
| All | +46.0% | +23.4% | +22.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling