-2.3%
ONON vs FICO
+81.4%
-83.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +10.6% | -0.9% | +11.5% | +10.8% |
| 30D | +12.5% | +3.3% | +9.1% | +10.1% |
| 3M | +0.1% | -31.7% | +31.8% | +9.2% |
| 6M | +3.6% | -34.0% | +37.6% | +12.1% |
| YTD | -19.6% | -58.3% | +38.7% | +2.1% |
| 1Y | +5.2% | -57.9% | +63.1% | +32.5% |
| 3Y | +33.1% | -24.1% | +57.2% | +11.1% |
| All | -2.3% | +81.4% | -83.8% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling