+229.9%
BX vs ONTO
+658.6%
-428.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -3.1% |
| 7D | -4.4% | -1.0% | -3.4% | -4.1% |
| 30D | +0.1% | -2.9% | +3.0% | -0.3% |
| 3M | +16.0% | -2.5% | +18.5% | +10.9% |
| 6M | +21.6% | +28.2% | -6.6% | +3.0% |
| YTD | -8.9% | +69.8% | -78.7% | -30.8% |
| 1Y | -16.6% | +162.9% | -179.5% | -47.2% |
| 3Y | +43.3% | +95.9% | -52.6% | -13.0% |
| 5Y | +25.7% | +244.5% | -218.8% | -44.0% |
| All | +229.9% | +658.6% | -428.7% | -8.3% |
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