-15.9%
DOW vs ONTO
+658.6%
-674.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -4.3% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +0.4% | -2.9% | +3.3% | -0.1% |
| 3M | -14.4% | -2.5% | -11.9% | -17.6% |
| 6M | -7.0% | +28.2% | -35.2% | -18.3% |
| YTD | +30.2% | +69.8% | -39.6% | +5.1% |
| 1Y | +29.2% | +162.9% | -133.7% | -8.5% |
| 3Y | -36.7% | +95.9% | -132.6% | -57.1% |
| 5Y | -37.7% | +244.5% | -282.2% | -68.5% |
| All | -15.9% | +658.6% | -674.5% | -74.2% |
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