-2.3%
ONON vs FN
+170.4%
-172.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -3.1% |
| 7D | +10.6% | 0.0% | +10.6% | +9.7% |
| 30D | +12.5% | -34.3% | +46.8% | +22.3% |
| 3M | +0.1% | -39.9% | +39.9% | +9.6% |
| 6M | +3.6% | -51.8% | +55.4% | +17.0% |
| YTD | -19.6% | -28.1% | +8.5% | -22.3% |
| 1Y | +5.2% | -29.1% | +34.3% | +1.0% |
| 3Y | +33.1% | +102.4% | -69.3% | -20.3% |
| All | -2.3% | +170.4% | -172.7% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling