-20.7%
ONON vs FDS
+25.7%
-46.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -10.0% | +1.5% | -11.4% | -10.2% |
| 30D | -5.3% | +14.8% | -20.1% | -6.8% |
| 3M | +6.5% | +16.3% | -9.8% | +4.5% |
| 6M | -5.0% | +66.2% | -71.2% | -10.1% |
| YTD | -27.6% | +16.2% | -43.9% | -27.3% |
| 1Y | -20.7% | +21.8% | -42.5% | -21.3% |
| All | -20.7% | +25.7% | -46.4% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling