-62.6%
BAX vs ONTO
+390.5%
-453.0%
-81.2%
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% | -0.5% |
| 7D | +12.1% | -14.0% | +26.2% | +13.4% |
| 30D | +7.6% | -43.1% | +50.7% | +13.0% |
| 3M | -4.5% | -35.5% | +31.0% | -1.6% |
| 6M | +52.0% | -41.1% | +93.1% | +55.7% |
| YTD | +35.1% | +9.8% | +25.4% | +28.2% |
| 1Y | +43.7% | +31.5% | +12.2% | +33.3% |
| 3Y | -20.9% | +45.2% | -66.1% | -30.9% |
| 5Y | -63.5% | +86.7% | -150.3% | -70.1% |
| All | -62.6% | +390.5% | -453.0% | -74.4% |
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