-23.3%
ONON vs FFIV
+100.6%
-123.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -4.0% |
| 7D | -3.5% | +3.5% | -6.9% | -5.6% |
| 30D | -30.8% | -1.3% | -29.5% | -30.7% |
| 3M | -29.8% | +2.4% | -32.2% | -32.1% |
| 6M | -34.8% | +41.8% | -76.6% | -50.6% |
| YTD | -42.3% | +58.5% | -100.8% | -60.1% |
| 1Y | -39.5% | +24.3% | -63.9% | -50.6% |
| 3Y | -9.3% | +152.0% | -161.3% | -60.3% |
| All | -23.3% | +100.6% | -123.9% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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