-0.8%
ONON vs FIVE
+19.1%
-20.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -1.9% |
| 7D | +5.7% | +6.2% | -0.5% | +2.9% |
| 30D | +7.0% | +18.2% | -11.2% | -0.5% |
| 3M | -0.1% | +3.8% | -3.9% | -2.5% |
| 6M | +6.5% | +13.7% | -7.2% | -1.1% |
| YTD | -19.3% | +34.7% | -54.0% | -30.7% |
| 1Y | +7.2% | +66.6% | -59.4% | -16.3% |
| 3Y | +39.1% | +44.3% | -5.2% | +6.4% |
| 5Y | -0.8% | +18.8% | -19.6% | -15.2% |
| All | -0.8% | +19.1% | -20.0% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling