+209.9%
ON vs FITB
+178.1%
+31.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -3.3% | -4.7% | +1.5% | -1.6% |
| 3M | -43.6% | +6.7% | -50.3% | -45.1% |
| 6M | +19.0% | +12.6% | +6.4% | +13.6% |
| YTD | +37.4% | +19.1% | +18.2% | +28.3% |
| 1Y | +54.8% | +22.6% | +32.1% | +42.9% |
| 3Y | -25.2% | +127.1% | -152.3% | -44.3% |
| 5Y | +62.7% | +71.8% | -9.1% | +33.8% |
| 10Y | +574.3% | +287.2% | +287.2% | +323.7% |
| All | +209.9% | +178.1% | +31.8% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling