-22.1%
ONON vs FN
+290.6%
-312.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.1% |
| 7D | -1.7% | +3.5% | -5.2% | -2.5% |
| 30D | -27.4% | -26.0% | -1.4% | -22.7% |
| 3M | -26.5% | -33.3% | +6.7% | -21.1% |
| 6M | -34.2% | -14.9% | -19.3% | -36.0% |
| YTD | -41.3% | -8.6% | -32.8% | -45.3% |
| 1Y | -39.7% | +12.3% | -52.0% | -48.4% |
| 3Y | -7.8% | +174.4% | -182.2% | -48.0% |
| All | -22.1% | +290.6% | -312.7% | -64.5% |
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