-35.9%
DOW vs ONTO
+258.3%
-294.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.4% | -0.2% |
| 7D | -2.9% | +9.7% | -12.6% | -4.2% |
| 30D | +2.0% | -8.8% | +10.8% | +2.8% |
| 3M | -12.5% | +4.5% | -17.0% | -15.5% |
| 6M | -9.2% | +56.4% | -65.6% | -20.0% |
| YTD | +30.8% | +78.1% | -47.3% | +11.4% |
| 1Y | +29.4% | +171.3% | -141.9% | +0.5% |
| 3Y | -34.6% | +118.7% | -153.2% | -51.4% |
| 5Y | -35.9% | +269.4% | -305.3% | -61.9% |
| All | -35.9% | +258.3% | -294.2% | -61.9% |
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