-39.2%
ONON vs FICO
-39.1%
-0.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +0.6% |
| 7D | -3.0% | -19.2% | +16.2% | -0.8% |
| 30D | -26.7% | -14.6% | -12.1% | -25.5% |
| 3M | -25.3% | -20.1% | -5.2% | -23.8% |
| 6M | -35.3% | -36.3% | +1.1% | -32.4% |
| YTD | -39.8% | -44.9% | +5.1% | -37.0% |
| 1Y | -39.2% | -38.6% | -0.6% | -39.1% |
| All | -39.2% | -39.1% | -0.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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