-23.3%
ONON vs FDS
-27.9%
+4.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.9% | +2.2% |
| 7D | -5.3% | -16.0% | +10.7% | +1.0% |
| 30D | -13.1% | -6.7% | -6.4% | -11.1% |
| 3M | -29.3% | +6.0% | -35.3% | -31.6% |
| 6M | -34.5% | +25.1% | -59.6% | -42.1% |
| YTD | -42.2% | -8.1% | -34.1% | -40.7% |
| 1Y | -37.3% | -26.0% | -11.3% | -27.9% |
| 3Y | -9.3% | -36.4% | +27.2% | +10.1% |
| All | -23.3% | -27.9% | +4.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling