-20.0%
ONON vs FLUT
-50.1%
+30.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | -3.0% | -1.6% | -1.3% | -2.5% |
| 30D | -26.7% | +7.7% | -34.5% | -29.0% |
| 3M | -25.3% | -0.7% | -24.6% | -26.3% |
| 6M | -35.3% | -11.2% | -24.1% | -34.0% |
| YTD | -39.8% | -53.4% | +13.7% | -23.9% |
| 1Y | -39.2% | -65.8% | +26.5% | -15.1% |
| 3Y | -4.2% | -44.9% | +40.7% | +9.3% |
| All | -20.0% | -50.1% | +30.0% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling