+63.1%
BP vs ONTO
+658.6%
-595.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | -0.5% |
| 7D | +3.9% | -1.0% | +5.0% | +4.0% |
| 30D | +7.6% | -2.9% | +10.5% | +7.3% |
| 3M | +0.7% | -2.5% | +3.2% | -1.8% |
| 6M | +15.5% | +28.2% | -12.7% | +5.3% |
| YTD | +30.8% | +69.8% | -38.9% | +11.9% |
| 1Y | +34.3% | +162.9% | -128.6% | +3.5% |
| 3Y | +35.1% | +95.9% | -60.9% | -2.3% |
| 5Y | +126.8% | +244.5% | -117.7% | +21.2% |
| All | +63.1% | +658.6% | -595.4% | -51.7% |
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