+66.0%
BP vs ONTO
+449.2%
-383.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.8% | -1.7% |
| 7D | -6.9% | +1.4% | -8.3% | -7.5% |
| 30D | -3.6% | -34.1% | +30.5% | +1.9% |
| 3M | +8.4% | -37.1% | +45.5% | +14.5% |
| 6M | +5.3% | -31.8% | +37.2% | +7.0% |
| YTD | +33.2% | +22.9% | +10.2% | +18.2% |
| 1Y | +28.2% | +39.5% | -11.3% | +10.4% |
| 3Y | +49.2% | +57.7% | -8.4% | +8.9% |
| 5Y | +102.9% | +115.8% | -12.9% | +21.0% |
| All | +66.0% | +449.2% | -383.2% | -49.0% |
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 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