-20.0%
ONON vs FFIV
+93.6%
-113.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -3.0% | -1.0% | -2.0% | -2.5% |
| 30D | -26.7% | -5.1% | -21.6% | -24.8% |
| 3M | -25.3% | -4.5% | -20.8% | -24.4% |
| 6M | -35.3% | +36.5% | -71.7% | -49.6% |
| YTD | -39.8% | +53.0% | -92.8% | -57.4% |
| 1Y | -39.2% | +24.2% | -63.4% | -50.6% |
| 3Y | -4.2% | +137.2% | -141.5% | -56.0% |
| All | -20.0% | +93.6% | -113.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling