-66.9%
BAX vs ONTO
+258.3%
-325.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.9% | -8.6% | -4.2% |
| 7D | -2.4% | +9.7% | -12.1% | -3.3% |
| 30D | -9.7% | -8.8% | -0.9% | -9.3% |
| 3M | +29.3% | +4.5% | +24.8% | +26.3% |
| 6M | +40.7% | +56.4% | -15.8% | +30.7% |
| YTD | +30.3% | +78.1% | -47.8% | +19.4% |
| 1Y | +3.4% | +171.3% | -167.9% | -9.8% |
| 3Y | -32.0% | +118.7% | -150.7% | -42.1% |
| 5Y | -66.9% | +269.4% | -336.3% | -73.0% |
| All | -66.9% | +258.3% | -325.2% | -73.0% |
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