-23.3%
ONON vs FLUT
-50.5%
+27.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -3.5% | -2.6% | -0.9% | -2.7% |
| 30D | -30.8% | +5.4% | -36.2% | -32.5% |
| 3M | -29.8% | -10.8% | -19.1% | -28.2% |
| 6M | -34.8% | -9.2% | -25.6% | -34.0% |
| YTD | -42.3% | -53.8% | +11.6% | -26.9% |
| 1Y | -39.5% | -66.0% | +26.4% | -15.4% |
| 3Y | -9.3% | -44.7% | +35.4% | +3.3% |
| All | -23.3% | -50.5% | +27.1% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling