+189.0%
B vs ONTO
+390.5%
-201.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.1% | -10.5% | -0.9% |
| 7D | +9.6% | -14.0% | +23.6% | +11.2% |
| 30D | +3.5% | -43.1% | +46.6% | +10.8% |
| 3M | -1.6% | -35.5% | +33.9% | +3.1% |
| 6M | -1.7% | -41.1% | +39.4% | +3.0% |
| YTD | -5.3% | +9.8% | -15.1% | -8.4% |
| 1Y | +27.2% | +31.5% | -4.3% | +20.3% |
| 3Y | +166.1% | +45.2% | +120.9% | +137.8% |
| 5Y | +136.5% | +86.7% | +49.8% | +95.7% |
| All | +189.0% | +390.5% | -201.5% | +71.9% |
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