+18.0%
ONFO vs SPY
+21.3%
-3.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.0% | -7.4% | -9.8% |
| 7D | -16.9% | +0.3% | -17.2% | -17.5% |
| 30D | +1,356.8% | +0.2% | +1,356.6% | -2,703.1% |
| 3M | +102.4% | +2.8% | +99.6% | -5,424.0% |
| 6M | +135.1% | +14.3% | +120.8% | -5,284.6% |
| YTD | +73.8% | +14.0% | +59.8% | -3,959.8% |
| All | +18.0% | +21.3% | -3.3% | -2,050.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling