-10.5%
ONON vs FLUT
-42.9%
+32.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.5% | -2.6% | -0.9% | -2.9% |
| 30D | -30.8% | +5.4% | -36.2% | -32.0% |
| 3M | -29.8% | -10.8% | -19.1% | -28.5% |
| 6M | -34.8% | -9.2% | -25.6% | -34.1% |
| YTD | -42.3% | -53.8% | +11.6% | -30.3% |
| 1Y | -39.5% | -66.0% | +26.4% | -21.2% |
| All | -10.5% | -42.9% | +32.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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