+7.8%
D vs ONTO
+243.6%
-235.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.4% |
| 7D | +1.5% | -1.0% | +2.5% | +1.5% |
| 30D | -2.6% | -2.9% | +0.3% | -2.6% |
| 3M | 0.0% | -2.5% | +2.5% | +0.1% |
| 6M | +7.4% | +28.2% | -20.9% | +7.8% |
| YTD | +15.9% | +69.8% | -53.9% | +16.6% |
| 1Y | +18.1% | +162.9% | -144.8% | +19.4% |
| 3Y | +58.4% | +95.9% | -37.6% | +56.6% |
| All | +7.8% | +243.6% | -235.8% | +3.4% |
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