-22.1%
ONON vs FDS
-20.8%
-1.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.0% |
| 7D | -1.7% | -5.4% | +3.7% | +0.4% |
| 30D | -27.4% | +1.6% | -29.0% | -27.9% |
| 3M | -26.5% | +17.7% | -44.3% | -31.6% |
| 6M | -34.2% | +29.1% | -63.3% | -42.1% |
| YTD | -41.3% | +1.0% | -42.3% | -41.8% |
| 1Y | -39.7% | -21.6% | -18.0% | -31.4% |
| 3Y | -7.8% | -30.1% | +22.3% | +8.0% |
| All | -22.1% | -20.8% | -1.3% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling