+124.5%
COST vs ONTO
+124.4%
+0.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +5.0% | +17.5% | -12.5% | +3.8% |
| 30D | +12.8% | -15.7% | +28.5% | +13.8% |
| 3M | +15.2% | -39.7% | +54.9% | +18.8% |
| 6M | +7.4% | -26.5% | +33.9% | +7.2% |
| YTD | +29.0% | +29.0% | 0.0% | +19.0% |
| 1Y | +20.3% | +57.0% | -36.7% | +8.0% |
| 3Y | +99.0% | +50.0% | +49.0% | +65.7% |
| All | +124.5% | +124.4% | +0.1% | +60.8% |
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 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