-7.7%
ONON vs FITB
+48.6%
-56.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | -10.0% | +2.8% | -12.7% | -11.4% |
| 30D | -5.3% | +9.8% | -15.1% | -10.3% |
| 3M | +6.5% | -5.2% | +11.6% | +9.4% |
| 6M | -5.0% | +17.3% | -22.3% | -14.6% |
| YTD | -27.6% | +19.3% | -46.9% | -35.8% |
| 1Y | -20.7% | +32.7% | -53.4% | -34.0% |
| 3Y | +26.6% | +141.6% | -115.0% | -29.5% |
| All | -7.7% | +48.6% | -56.3% | -27.5% |
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