+981.9%
ON vs FLR
+603.8%
+378.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.9% |
| 7D | +2.4% | +5.4% | -3.0% | +0.2% |
| 30D | -3.3% | +11.4% | -14.7% | -8.1% |
| 3M | -43.6% | +11.4% | -55.0% | -46.2% |
| 6M | +19.0% | +16.6% | +2.3% | +10.6% |
| YTD | +37.4% | +41.7% | -4.4% | +17.6% |
| 1Y | +54.8% | +35.4% | +19.3% | +34.3% |
| 3Y | -25.2% | +57.3% | -82.5% | -42.2% |
| 5Y | +62.7% | +241.0% | -178.3% | -11.6% |
| 10Y | +574.3% | +16.6% | +557.7% | +312.4% |
| All | +981.9% | +603.8% | +378.1% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling