+104.7%
COST vs ONTO
+246.7%
-142.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | -2.5% | +6.5% | -9.0% | -3.0% |
| 30D | -4.4% | -15.9% | +11.5% | -3.2% |
| 3M | -8.1% | -0.2% | -7.9% | -9.7% |
| 6M | -9.2% | +38.7% | -48.0% | -15.0% |
| YTD | +5.1% | +70.4% | -65.2% | -4.5% |
| 1Y | -5.1% | +153.6% | -158.7% | -19.0% |
| 3Y | +70.4% | +109.2% | -38.8% | +37.6% |
| 5Y | +104.7% | +249.7% | -145.0% | +40.1% |
| All | +104.7% | +246.7% | -142.0% | +40.1% |
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