+52.4%
COP vs ONTO
+167.3%
-114.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.8% |
| 7D | -0.8% | +9.7% | -10.5% | -0.3% |
| 30D | +15.6% | -8.8% | +24.4% | +15.2% |
| 3M | +14.3% | +4.5% | +9.8% | +15.0% |
| 6M | +17.0% | +56.4% | -39.4% | +17.0% |
| YTD | +47.4% | +78.1% | -30.6% | +45.1% |
| 1Y | +52.4% | +171.3% | -118.9% | +48.2% |
| All | +52.4% | +167.3% | -114.9% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling