+24.5%
ADP vs ONTO
+54.9%
-30.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.1% |
| 7D | +0.3% | +34.4% | -34.2% | +5.8% |
| 30D | +11.6% | -20.4% | +32.0% | +8.4% |
| 3M | +15.1% | -37.8% | +52.9% | +8.1% |
| 6M | +46.0% | -24.6% | +70.6% | +43.7% |
| YTD | +22.4% | +32.8% | -10.4% | +23.8% |
| 1Y | +24.5% | +54.7% | -30.2% | +25.9% |
| All | +24.5% | +54.9% | -30.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling