+186.7%
ALL vs ONTO
+658.6%
-471.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.8% |
| 7D | 0.0% | -1.0% | +1.1% | +0.1% |
| 30D | -1.5% | -2.9% | +1.4% | -1.7% |
| 3M | +23.6% | -2.5% | +26.1% | +21.8% |
| 6M | +22.3% | +28.2% | -5.9% | +16.4% |
| YTD | +26.5% | +69.8% | -43.3% | +16.1% |
| 1Y | +27.0% | +162.9% | -135.9% | +9.7% |
| 3Y | +149.6% | +95.9% | +53.6% | +104.8% |
| 5Y | +118.1% | +244.5% | -126.4% | +45.4% |
| All | +186.7% | +658.6% | -471.9% | +20.2% |
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