-21.7%
ONON vs FDS
-28.8%
+7.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -2.1% | -14.0% | +11.9% | +3.5% |
| 30D | -11.6% | -6.2% | -5.4% | -9.7% |
| 3M | -30.1% | +10.2% | -40.3% | -33.3% |
| 6M | -30.5% | +27.4% | -58.0% | -39.1% |
| YTD | -41.0% | -9.3% | -31.8% | -39.2% |
| 1Y | -36.7% | -28.6% | -8.0% | -25.7% |
| 3Y | -8.6% | -36.8% | +28.2% | +10.8% |
| All | -21.7% | -28.8% | +7.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling