+68.1%
COST vs ONTO
+113.5%
-45.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -2.8% | +9.4% | -12.2% | -3.0% |
| 30D | -5.3% | -4.4% | -0.8% | -5.2% |
| 3M | -6.7% | +1.6% | -8.3% | -7.5% |
| 6M | -9.9% | +45.3% | -55.2% | -13.1% |
| YTD | +5.1% | +76.4% | -71.2% | -0.2% |
| 1Y | -7.3% | +167.2% | -174.4% | -15.2% |
| All | +68.1% | +113.5% | -45.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling