-39.2%
ONON vs FIVE
+66.7%
-105.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -3.1% |
| 7D | -3.0% | +4.3% | -7.2% | -4.5% |
| 30D | -26.7% | +12.5% | -39.2% | -30.3% |
| 3M | -25.3% | +31.2% | -56.5% | -33.3% |
| 6M | -35.3% | +14.4% | -49.6% | -39.4% |
| YTD | -39.8% | +33.9% | -73.7% | -46.9% |
| 1Y | -39.2% | +65.1% | -104.3% | -50.5% |
| All | -39.2% | +66.7% | -105.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling