+98.3%
ADP vs ONTO
+658.6%
-560.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.2% | -2.8% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | +2.8% | -2.9% | +5.7% | +2.5% |
| 3M | +20.9% | -2.5% | +23.4% | +18.0% |
| 6M | +29.9% | +28.2% | +1.7% | +19.7% |
| YTD | +9.6% | +69.8% | -60.1% | -4.2% |
| 1Y | -5.3% | +162.9% | -168.1% | -24.4% |
| 3Y | +16.5% | +95.9% | -79.5% | -12.0% |
| 5Y | +49.4% | +244.5% | -195.1% | -10.3% |
| All | +98.3% | +658.6% | -560.3% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling