-23.3%
ONON vs FITB
+68.4%
-91.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.3% | -1.0% | -4.3% | -4.8% |
| 30D | -13.1% | -5.5% | -7.6% | -10.3% |
| 3M | -29.3% | +4.1% | -33.5% | -31.4% |
| 6M | -34.5% | +18.7% | -53.3% | -41.3% |
| YTD | -42.2% | +18.2% | -60.4% | -48.2% |
| 1Y | -37.3% | +23.7% | -61.0% | -45.5% |
| 3Y | -9.3% | +130.8% | -140.0% | -47.5% |
| All | -23.3% | +68.4% | -91.7% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling