+150.6%
EMR vs ONTO
+658.6%
-508.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | +0.1% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -5.6% | -2.9% | -2.7% | -5.7% |
| 3M | +7.9% | -2.5% | +10.4% | +5.1% |
| 6M | +6.0% | +28.2% | -22.2% | -5.3% |
| YTD | +16.4% | +69.8% | -53.3% | -4.1% |
| 1Y | +16.6% | +162.9% | -146.3% | -16.1% |
| 3Y | +62.9% | +95.9% | -33.1% | +14.2% |
| 5Y | +60.1% | +244.5% | -184.4% | -14.8% |
| All | +150.6% | +658.6% | -508.0% | -16.5% |
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