+118.1%
ADP vs ONTO
+390.5%
-272.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.1% | -12.3% | -2.3% |
| 7D | +3.2% | -14.0% | +17.3% | +4.4% |
| 30D | +14.9% | -43.1% | +58.0% | +20.9% |
| 3M | +11.6% | -35.5% | +47.1% | +14.8% |
| 6M | +48.5% | -41.1% | +89.5% | +50.9% |
| YTD | +20.6% | +9.8% | +10.8% | +9.0% |
| 1Y | +23.7% | +31.5% | -7.8% | +7.9% |
| 3Y | +47.8% | +45.2% | +2.6% | +11.6% |
| 5Y | +47.7% | +86.7% | -39.0% | -2.6% |
| All | +118.1% | +390.5% | -272.4% | -14.1% |
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