+145.0%
ALL vs ONTO
+84.2%
+60.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.1% | -15.5% | -4.1% |
| 7D | -1.9% | -14.0% | +12.1% | -2.3% |
| 30D | +13.8% | -43.1% | +56.9% | +12.3% |
| 3M | -7.0% | -35.5% | +28.5% | -7.8% |
| 6M | +18.0% | -41.1% | +59.1% | +16.9% |
| YTD | +24.2% | +9.8% | +14.4% | +21.6% |
| 1Y | +31.2% | +31.5% | -0.3% | +27.8% |
| 3Y | +107.5% | +45.2% | +62.4% | +93.0% |
| All | +145.0% | +84.2% | +60.8% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling