-20.7%
ONON vs FE
+5.8%
-26.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.8% |
| 7D | -10.0% | +1.2% | -11.2% | -9.9% |
| 30D | -5.3% | +4.5% | -9.8% | -4.9% |
| 3M | +6.5% | +1.3% | +5.1% | +6.5% |
| 6M | -5.0% | +8.7% | -13.6% | -2.3% |
| YTD | -27.6% | +9.2% | -36.9% | -19.8% |
| 1Y | -20.7% | +7.0% | -27.7% | -13.6% |
| All | -20.7% | +5.8% | -26.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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