+11.7%
D vs ONTO
+124.4%
-112.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -1.4% | +17.5% | -18.9% | -1.0% |
| 30D | +7.7% | -15.7% | +23.4% | +7.7% |
| 3M | -0.3% | -39.7% | +39.4% | -0.7% |
| 6M | +10.1% | -26.5% | +36.5% | +10.0% |
| YTD | +19.1% | +29.0% | -9.9% | +19.6% |
| 1Y | +15.9% | +57.0% | -41.1% | +16.6% |
| 3Y | +75.0% | +50.0% | +25.0% | +72.6% |
| All | +11.7% | +124.4% | -112.7% | +5.4% |
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