+32.5%
EW vs ONTO
+449.2%
-416.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.0% | -9.5% | +0.8% |
| 7D | +12.3% | +1.4% | +10.9% | +11.5% |
| 30D | +22.9% | -34.1% | +57.0% | +29.6% |
| 3M | +16.7% | -37.1% | +53.8% | +23.0% |
| 6M | +31.0% | -31.8% | +62.8% | +33.0% |
| YTD | +22.8% | +22.9% | -0.1% | +10.7% |
| 1Y | +25.6% | +39.5% | -13.9% | +10.2% |
| 3Y | +62.0% | +57.7% | +4.3% | +25.8% |
| 5Y | -12.8% | +115.8% | -128.6% | -41.2% |
| All | +32.5% | +449.2% | -416.7% | -36.3% |
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