-20.0%
ONON vs FIVE
+37.1%
-57.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -3.5% |
| 7D | -3.0% | +4.3% | -7.2% | -4.8% |
| 30D | -26.7% | +12.5% | -39.2% | -30.7% |
| 3M | -25.3% | +31.2% | -56.5% | -34.0% |
| 6M | -35.3% | +14.4% | -49.6% | -39.9% |
| YTD | -39.8% | +33.9% | -73.7% | -47.8% |
| 1Y | -39.2% | +65.1% | -104.3% | -52.3% |
| 3Y | -4.2% | +49.0% | -53.2% | -28.2% |
| All | -20.0% | +37.1% | -57.1% | -37.4% |
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