+186.4%
COP vs ONTO
+243.6%
-57.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -1.6% |
| 7D | +3.0% | -1.0% | +4.0% | +3.0% |
| 30D | +17.5% | -2.9% | +20.4% | +17.3% |
| 3M | +13.4% | -2.5% | +15.8% | +11.8% |
| 6M | +17.7% | +28.2% | -10.5% | +11.6% |
| YTD | +46.6% | +69.8% | -23.2% | +33.6% |
| 1Y | +44.6% | +162.9% | -118.3% | +23.6% |
| 3Y | +20.7% | +95.9% | -75.2% | +0.7% |
| All | +186.4% | +243.6% | -57.2% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling