+105.5%
B vs ONTO
+124.4%
-18.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -7.3% | +17.5% | -24.8% | -9.1% |
| 30D | -3.3% | -15.7% | +12.3% | -2.0% |
| 3M | -7.8% | -39.7% | +32.0% | -3.2% |
| 6M | -15.5% | -26.5% | +10.9% | -14.3% |
| YTD | -12.3% | +29.0% | -41.2% | -15.7% |
| 1Y | +5.4% | +57.0% | -51.6% | -0.4% |
| 3Y | +165.5% | +50.0% | +115.5% | +148.2% |
| All | +105.5% | +124.4% | -18.8% | +76.8% |
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