+26.6%
ONON vs FLUT
-45.9%
+72.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -10.0% | -0.7% | -9.3% | -9.8% |
| 30D | -5.3% | +9.3% | -14.5% | -7.2% |
| 3M | +6.5% | -17.5% | +23.9% | +10.3% |
| 6M | -5.0% | -14.6% | +9.6% | -3.4% |
| YTD | -27.6% | -62.3% | +34.6% | -9.1% |
| 1Y | -20.7% | -59.6% | +39.0% | -2.2% |
| 3Y | +26.6% | -45.3% | +71.9% | +73.0% |
| All | +26.6% | -45.9% | +72.5% | +73.0% |
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