+18.5%
ADP vs ONTO
+104.0%
-85.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.2% | -1.9% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | +2.8% | -2.9% | +5.7% | +2.7% |
| 3M | +20.9% | -2.5% | +23.4% | +20.6% |
| 6M | +29.9% | +28.2% | +1.7% | +28.1% |
| YTD | +9.6% | +69.8% | -60.1% | +6.7% |
| 1Y | -5.3% | +162.9% | -168.1% | -10.2% |
| All | +18.5% | +104.0% | -85.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling