-21.7%
ONON vs FTI
+1,021.5%
-1,043.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -2.1% | -4.4% | +2.3% | -0.8% |
| 30D | -11.6% | +1.5% | -13.1% | -12.0% |
| 3M | -30.1% | +8.2% | -38.3% | -32.2% |
| 6M | -30.5% | +18.8% | -49.3% | -35.0% |
| YTD | -41.0% | +71.7% | -112.7% | -51.0% |
| 1Y | -36.7% | +90.0% | -126.7% | -49.3% |
| 3Y | -8.6% | +270.5% | -279.1% | -43.3% |
| All | -21.7% | +1,021.5% | -1,043.2% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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