+206.9%
COP vs ONTO
+658.6%
-451.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -2.2% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +17.5% | -2.9% | +20.4% | +17.1% |
| 3M | +13.4% | -2.5% | +15.8% | +10.0% |
| 6M | +17.7% | +28.2% | -10.5% | +5.5% |
| YTD | +46.6% | +69.8% | -23.2% | +22.0% |
| 1Y | +44.6% | +162.9% | -118.3% | +6.6% |
| 3Y | +20.7% | +95.9% | -75.2% | -16.1% |
| 5Y | +185.0% | +244.5% | -59.4% | +43.6% |
| All | +206.9% | +658.6% | -451.7% | -15.8% |
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