+116.4%
BKNG vs ONTO
+661.2%
-544.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.3% |
| 7D | -10.7% | +6.5% | -17.2% | -12.1% |
| 30D | -18.1% | -15.9% | -2.2% | -15.4% |
| 3M | +8.5% | -0.2% | +8.7% | +3.5% |
| 6M | -0.1% | +38.7% | -38.8% | -14.7% |
| YTD | -18.2% | +70.4% | -88.6% | -35.2% |
| 1Y | -19.9% | +153.6% | -173.5% | -44.6% |
| 3Y | +41.6% | +109.2% | -67.6% | -10.4% |
| 5Y | +93.1% | +249.7% | -156.6% | -8.5% |
| All | +116.4% | +661.2% | -544.8% | -37.3% |
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