+237.3%
COST vs ONTO
+658.6%
-421.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.7% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | -2.8% | -2.9% | +0.1% | -3.0% |
| 3M | -5.7% | -2.5% | -3.2% | -7.3% |
| 6M | -8.8% | +28.2% | -37.0% | -14.2% |
| YTD | +6.7% | +69.8% | -63.1% | -3.9% |
| 1Y | -3.6% | +162.9% | -166.5% | -19.2% |
| 3Y | +75.1% | +95.9% | -20.9% | +43.4% |
| 5Y | +108.9% | +244.5% | -135.6% | +48.1% |
| All | +237.3% | +658.6% | -421.3% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling