-5.5%
ONON vs FICO
+64.0%
-69.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.2% | -4.3% |
| 7D | -11.9% | +1.4% | -13.3% | -12.3% |
| 30D | -6.8% | -0.8% | -6.0% | -7.3% |
| 3M | +6.6% | -31.3% | +37.9% | +16.0% |
| 6M | -2.2% | -33.9% | +31.7% | +6.0% |
| YTD | -28.9% | -57.6% | +28.7% | -10.3% |
| 1Y | -20.3% | -59.7% | +39.3% | +2.4% |
| 3Y | +22.9% | -28.0% | +51.0% | +7.2% |
| 5Y | -11.1% | +91.0% | -102.1% | -52.2% |
| All | -5.5% | +64.0% | -69.5% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling