+11.9%
COST vs ONTO
+46.1%
-34.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.7% | +11.4% | +2.0% |
| 7D | +6.6% | -17.4% | +24.0% | +5.3% |
| 30D | +13.5% | -43.2% | +56.7% | +9.6% |
| 3M | +10.6% | -35.7% | +46.3% | +7.9% |
| 6M | +3.6% | -38.3% | +41.9% | +1.5% |
| YTD | +22.1% | +17.1% | +5.0% | +18.3% |
| 1Y | +11.9% | +43.1% | -31.3% | +7.5% |
| All | +11.9% | +46.1% | -34.2% | +7.5% |
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