-24.9%
ONON vs FRSH
-72.6%
+47.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.3% | -11.2% | +5.8% | -0.7% |
| 30D | -13.1% | -0.8% | -12.3% | -13.2% |
| 3M | -29.3% | +26.4% | -55.8% | -36.6% |
| 6M | -34.5% | +48.4% | -82.9% | -46.0% |
| YTD | -42.2% | -3.1% | -39.1% | -43.8% |
| 1Y | -37.3% | -8.7% | -28.6% | -37.6% |
| 3Y | -9.3% | -45.8% | +36.5% | +8.0% |
| All | -24.9% | -72.6% | +47.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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