-21.7%
ONON vs FLR
+240.0%
-261.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | -2.1% | -3.5% | +1.4% | -1.1% |
| 30D | -11.6% | +4.2% | -15.8% | -12.8% |
| 3M | -30.1% | +8.1% | -38.2% | -32.9% |
| 6M | -30.5% | +21.5% | -52.0% | -36.5% |
| YTD | -41.0% | +36.8% | -77.8% | -48.3% |
| 1Y | -36.7% | +31.2% | -67.9% | -44.2% |
| 3Y | -8.6% | +53.9% | -62.5% | -29.7% |
| All | -21.7% | +240.0% | -261.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling