-30.7%
DOW vs ONTO
+119.0%
-149.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.0% | -13.4% | -2.8% |
| 7D | -9.4% | +1.4% | -10.8% | -9.9% |
| 30D | +8.9% | -34.1% | +43.1% | +14.0% |
| 3M | +6.7% | -37.1% | +43.8% | +11.6% |
| 6M | -14.2% | -31.8% | +17.6% | -13.4% |
| YTD | +36.9% | +22.9% | +14.0% | +21.1% |
| 1Y | +45.8% | +39.5% | +6.2% | +25.3% |
| 3Y | -23.9% | +57.7% | -81.6% | -41.6% |
| All | -30.7% | +119.0% | -149.7% | -54.8% |
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