+402.9%
ON vs FND
+61.4%
+341.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +2.3% |
| 7D | +17.0% | -5.1% | +22.1% | +20.0% |
| 30D | -3.9% | +9.2% | -13.1% | -8.7% |
| 3M | -11.5% | -17.7% | +6.2% | -4.1% |
| 6M | -29.2% | +2.5% | -31.7% | -33.3% |
| YTD | +36.2% | -19.8% | +56.0% | +42.3% |
| 1Y | +49.6% | -22.7% | +72.3% | +59.1% |
| 3Y | +9.4% | -38.3% | +47.7% | +24.9% |
| 5Y | +25.8% | -63.0% | +88.8% | +75.8% |
| All | +402.9% | +61.4% | +341.5% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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