+7.2%
ONON vs FN
+243.3%
-236.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | -2.2% |
| 7D | +5.7% | +16.3% | -10.6% | +1.2% |
| 30D | +7.0% | -24.7% | +31.7% | +12.6% |
| 3M | -0.1% | -34.9% | +34.9% | +7.6% |
| 6M | +6.5% | -41.1% | +47.6% | +14.2% |
| YTD | -19.3% | -19.6% | +0.4% | -23.9% |
| 1Y | +7.2% | -18.5% | +25.8% | -0.6% |
| 3Y | +39.1% | +119.1% | -80.0% | -17.3% |
| 5Y | -0.8% | +206.9% | -207.8% | -55.2% |
| All | +7.2% | +243.3% | -236.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling