+65.9%
EW vs ONTO
+51.5%
+14.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | +4.9% | +17.5% | -12.6% | +3.9% |
| 30D | +23.9% | -15.7% | +39.6% | +24.9% |
| 3M | +15.8% | -39.7% | +55.5% | +18.9% |
| 6M | +31.7% | -26.5% | +58.1% | +31.4% |
| YTD | +25.7% | +29.0% | -3.3% | +18.2% |
| 1Y | +24.4% | +57.0% | -32.5% | +14.6% |
| 3Y | +65.9% | +50.0% | +15.9% | +44.2% |
| All | +65.9% | +51.5% | +14.4% | +44.2% |
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 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