+104.2%
EMR vs ONTO
+64.6%
+39.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +0.7% | -2.4% | +3.1% | +0.7% |
| 30D | +3.5% | -32.9% | +36.5% | +11.5% |
| 3M | +5.9% | -32.2% | +38.1% | +13.0% |
| 6M | +19.4% | -30.6% | +50.1% | +23.9% |
| YTD | +27.7% | +25.1% | +2.5% | +15.1% |
| 1Y | +30.9% | +40.0% | -9.1% | +15.0% |
| 3Y | +104.2% | +45.7% | +58.5% | +65.6% |
| All | +104.2% | +64.6% | +39.6% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling