+56.9%
ON vs FLR
+245.1%
-188.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +1.2% |
| 7D | -1.9% | -3.1% | +1.2% | -0.6% |
| 30D | -11.0% | +4.9% | -16.0% | -13.0% |
| 3M | -39.3% | +10.8% | -50.1% | -42.3% |
| 6M | +19.8% | +19.7% | +0.2% | +9.7% |
| YTD | +31.1% | +38.4% | -7.3% | +12.4% |
| 1Y | +46.0% | +34.7% | +11.3% | +25.9% |
| 3Y | -27.5% | +56.7% | -84.2% | -46.4% |
| 5Y | +56.9% | +241.6% | -184.7% | -11.4% |
| All | +56.9% | +245.1% | -188.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling