+7.2%
ONON vs FICO
+65.5%
-58.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.4% |
| 7D | +5.7% | -0.1% | +5.7% | +5.6% |
| 30D | +7.0% | +8.4% | -1.5% | +3.3% |
| 3M | -0.1% | -30.5% | +30.4% | +8.5% |
| 6M | +6.5% | -35.7% | +42.2% | +16.7% |
| YTD | -19.3% | -57.2% | +37.9% | +1.6% |
| 1Y | +7.2% | -58.4% | +65.6% | +36.1% |
| 3Y | +39.1% | -24.8% | +63.9% | +18.5% |
| 5Y | -0.8% | +79.3% | -80.1% | -45.8% |
| All | +7.2% | +65.5% | -58.3% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling