-34.4%
ONON vs FRMI
-78.6%
+44.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | 0.0% |
| 7D | -5.3% | +10.9% | -16.2% | -5.3% |
| 30D | -13.1% | -24.3% | +11.2% | -13.1% |
| 3M | -29.3% | -21.8% | -7.6% | -29.3% |
| 6M | -34.5% | -33.0% | -1.5% | -35.1% |
| YTD | -42.2% | -32.6% | -9.6% | -42.4% |
| All | -34.4% | -78.6% | +44.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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