-10.5%
ONON vs FLR
+52.3%
-62.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.6% |
| 7D | -5.3% | -6.9% | +1.5% | -3.6% |
| 30D | -13.1% | +1.1% | -14.3% | -13.5% |
| 3M | -29.3% | +14.3% | -43.7% | -33.0% |
| 6M | -34.5% | +19.1% | -53.6% | -39.4% |
| YTD | -42.2% | +35.1% | -77.4% | -48.6% |
| 1Y | -37.3% | +29.5% | -66.8% | -44.0% |
| All | -10.5% | +52.3% | -62.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling