-0.8%
ONON vs FIVE
+36.3%
-37.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -1.8% | +17.4% | -19.2% | -8.4% |
| 3M | +12.3% | +7.0% | +5.2% | +8.2% |
| 6M | +2.0% | +20.5% | -18.5% | -7.6% |
| YTD | -25.3% | +33.1% | -58.4% | -35.5% |
| 1Y | -1.3% | +67.1% | -68.4% | -22.9% |
| 3Y | +29.0% | +41.9% | -12.9% | -0.4% |
| 5Y | -6.2% | +21.1% | -27.3% | -26.0% |
| All | -0.8% | +36.3% | -37.1% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling