-14.6%
EW vs ONTO
+84.2%
-98.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.1% | -9.8% | +0.1% |
| 7D | +11.0% | -14.0% | +25.0% | +12.5% |
| 30D | +19.1% | -43.1% | +62.1% | +26.2% |
| 3M | +14.4% | -35.5% | +49.9% | +18.5% |
| 6M | +22.8% | -41.1% | +63.8% | +26.3% |
| YTD | +19.8% | +9.8% | +10.0% | +11.1% |
| 1Y | +23.9% | +31.5% | -7.6% | +11.4% |
| 3Y | +52.2% | +45.2% | +7.1% | +21.8% |
| All | -14.6% | +84.2% | -98.8% | -42.4% |
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