-18.7%
ONON vs FLNC
-70.4%
+51.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.7% |
| 7D | -2.1% | -4.1% | +2.0% | -1.6% |
| 30D | -11.6% | -24.8% | +13.2% | -7.8% |
| 3M | -30.1% | -59.1% | +29.0% | -20.7% |
| 6M | -30.5% | -42.0% | +11.5% | -29.9% |
| YTD | -41.0% | -49.8% | +8.8% | -40.8% |
| 1Y | -36.7% | +43.1% | -79.8% | -53.9% |
| 3Y | -8.6% | -61.0% | +52.3% | -22.7% |
| All | -18.7% | -70.4% | +51.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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