-20.0%
ONON vs FICO
+113.2%
-133.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +4.4% |
| 7D | -3.0% | -19.2% | +16.2% | +3.7% |
| 30D | -26.7% | -14.6% | -12.1% | -23.2% |
| 3M | -25.3% | -20.1% | -5.2% | -21.0% |
| 6M | -35.3% | -36.3% | +1.1% | -26.6% |
| YTD | -39.8% | -44.9% | +5.1% | -28.1% |
| 1Y | -39.2% | -38.6% | -0.6% | -32.3% |
| 3Y | -4.2% | +4.0% | -8.2% | -26.1% |
| All | -20.0% | +113.2% | -133.2% | -54.0% |
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