-61.7%
BAX vs ONTO
+449.2%
-510.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.0% | -9.6% | +1.3% |
| 7D | +9.0% | +1.4% | +7.7% | +8.6% |
| 30D | +8.5% | -34.1% | +42.6% | +12.3% |
| 3M | -4.1% | -37.1% | +33.0% | -0.8% |
| 6M | +46.9% | -31.8% | +78.8% | +48.3% |
| YTD | +38.4% | +22.9% | +15.5% | +29.8% |
| 1Y | +47.0% | +39.5% | +7.5% | +35.7% |
| 3Y | -14.9% | +57.7% | -72.6% | -26.3% |
| 5Y | -62.5% | +115.8% | -178.3% | -69.7% |
| All | -61.7% | +449.2% | -510.9% | -74.1% |
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