+83.7%
BAC vs ONTO
+390.5%
-306.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.1% | -11.8% | -3.0% |
| 7D | -1.2% | -14.0% | +12.9% | +1.4% |
| 30D | -7.7% | -43.1% | +35.4% | +3.1% |
| 3M | -21.2% | -35.5% | +14.4% | -15.5% |
| 6M | -6.8% | -41.1% | +34.2% | -1.0% |
| YTD | -8.7% | +9.8% | -18.5% | -18.5% |
| 1Y | -5.3% | +31.5% | -36.8% | -19.6% |
| 3Y | +87.4% | +45.2% | +42.3% | +33.7% |
| 5Y | +18.9% | +86.7% | -67.8% | -28.9% |
| All | +83.7% | +390.5% | -306.7% | -41.7% |
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 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