-29.4%
EW vs ONTO
+258.3%
-287.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.4% | -4.1% |
| 7D | -4.4% | +9.7% | -14.1% | -5.6% |
| 30D | -3.3% | -8.8% | +5.5% | -2.6% |
| 3M | +1.0% | +4.5% | -3.5% | -1.8% |
| 6M | +6.2% | +56.4% | -50.2% | -3.8% |
| YTD | +1.7% | +78.1% | -76.4% | -10.1% |
| 1Y | +8.1% | +171.3% | -163.1% | -11.7% |
| 3Y | +17.1% | +118.7% | -101.6% | -9.6% |
| 5Y | -29.4% | +269.4% | -298.7% | -57.0% |
| All | -29.4% | +258.3% | -287.6% | -57.0% |
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