-3.6%
COST vs ONTO
+162.8%
-166.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -0.6% |
| 7D | -3.1% | -1.0% | -2.1% | -3.2% |
| 30D | -2.8% | -2.9% | +0.1% | -2.8% |
| 3M | -5.7% | -2.5% | -3.2% | -5.5% |
| 6M | -8.8% | +28.2% | -37.0% | -8.2% |
| YTD | +6.7% | +69.8% | -63.1% | +8.3% |
| 1Y | -3.6% | +162.9% | -166.5% | +2.2% |
| All | -3.6% | +162.8% | -166.4% | +2.2% |
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