-7.8%
ONON vs FIVE
+59.0%
-66.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -1.7% | +3.7% | -5.3% | -2.8% |
| 30D | -27.4% | +4.0% | -31.3% | -28.4% |
| 3M | -26.5% | +36.2% | -62.8% | -33.3% |
| 6M | -34.2% | +18.0% | -52.2% | -38.1% |
| YTD | -41.3% | +34.9% | -76.2% | -46.8% |
| 1Y | -39.7% | +67.9% | -107.6% | -48.8% |
| 3Y | -7.8% | +57.3% | -65.2% | -37.6% |
| All | -7.8% | +59.0% | -66.9% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling