-21.7%
ONON vs FITB
+69.3%
-91.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -11.6% | -5.7% | -5.9% | -8.6% |
| 3M | -30.1% | +3.2% | -33.3% | -31.8% |
| 6M | -30.5% | +23.4% | -53.9% | -39.1% |
| YTD | -41.0% | +18.8% | -59.8% | -47.3% |
| 1Y | -36.7% | +25.0% | -61.7% | -45.3% |
| 3Y | -8.6% | +131.2% | -139.8% | -47.1% |
| All | -21.7% | +69.3% | -91.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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