-21.7%
ONON vs FANG
+226.3%
-247.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -2.1% | +2.9% | -5.0% | -2.7% |
| 30D | -11.6% | +2.6% | -14.2% | -12.2% |
| 3M | -30.1% | +7.6% | -37.7% | -31.8% |
| 6M | -30.5% | +17.3% | -47.8% | -34.7% |
| YTD | -41.0% | +38.7% | -79.7% | -47.6% |
| 1Y | -36.7% | +51.6% | -88.3% | -45.5% |
| 3Y | -8.6% | +50.0% | -58.6% | -23.0% |
| All | -21.7% | +226.3% | -247.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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