+200.4%
B vs ONTO
+97.2%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -3.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +9.4% | -2.9% | +12.3% | +9.5% |
| 3M | +5.0% | -2.5% | +7.4% | +3.8% |
| 6M | -3.5% | +28.2% | -31.8% | -7.8% |
| YTD | +4.5% | +69.8% | -65.3% | -2.6% |
| 1Y | +67.8% | +162.9% | -95.1% | +51.3% |
| All | +200.4% | +97.2% | +103.2% | +186.3% |
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