+629.3%
ON vs FLR
+19.7%
+609.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.1% |
| 7D | +2.4% | -3.5% | +5.9% | +3.7% |
| 30D | -8.6% | +4.2% | -12.8% | -10.0% |
| 3M | -34.3% | +8.1% | -42.4% | -36.4% |
| 6M | +28.5% | +21.5% | +7.0% | +18.9% |
| YTD | +40.6% | +36.8% | +3.8% | +24.3% |
| 1Y | +55.3% | +31.2% | +24.1% | +38.8% |
| 3Y | -22.2% | +53.9% | -76.1% | -37.3% |
| 5Y | +62.4% | +243.0% | -180.7% | -3.0% |
| All | +629.3% | +19.7% | +609.6% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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