-5.5%
ONON vs FIVE
+34.3%
-39.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.1% |
| 7D | -11.9% | +2.4% | -14.4% | -12.8% |
| 30D | -6.8% | +15.8% | -22.7% | -12.5% |
| 3M | +6.6% | +3.8% | +2.9% | +4.1% |
| 6M | -2.2% | +18.5% | -20.8% | -10.8% |
| YTD | -28.9% | +31.2% | -60.1% | -38.1% |
| 1Y | -20.3% | +61.8% | -82.1% | -36.9% |
| 3Y | +22.9% | +39.9% | -16.9% | -4.5% |
| 5Y | -11.1% | +18.3% | -29.4% | -29.3% |
| All | -5.5% | +34.3% | -39.8% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling