+933.6%
ON vs FLR
+513.8%
+419.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +12.2% | +5.4% | +6.9% | +10.0% |
| 30D | -3.1% | +2.8% | -6.0% | -4.0% |
| 3M | -12.9% | -6.4% | -6.5% | -10.3% |
| 6M | -38.6% | +8.8% | -47.4% | -40.5% |
| YTD | +31.2% | +23.6% | +7.6% | +19.1% |
| 1Y | +47.6% | +13.8% | +33.8% | +38.3% |
| 3Y | +6.6% | +36.5% | -29.9% | -12.5% |
| 5Y | +21.3% | +119.3% | -98.1% | -20.4% |
| 10Y | +533.3% | +8.0% | +525.4% | +303.9% |
| All | +933.6% | +513.8% | +419.8% | +297.8% |
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