+69.8%
EWJ vs ONTO
+113.5%
-43.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.0% | +9.4% | -8.4% | -0.4% |
| 30D | +1.0% | -4.4% | +5.4% | +1.4% |
| 3M | +7.2% | +1.6% | +5.6% | +5.3% |
| 6M | +13.9% | +45.3% | -31.4% | +5.2% |
| YTD | +20.8% | +76.4% | -55.6% | +8.2% |
| 1Y | +26.4% | +167.2% | -140.8% | +6.0% |
| All | +69.8% | +113.5% | -43.7% | +41.2% |
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