+262.7%
EWY vs ONTO
+658.6%
-395.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.2% | -1.6% | +2.6% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +11.7% | -2.9% | +14.6% | +12.1% |
| 3M | -7.4% | -2.5% | -4.9% | -6.9% |
| 6M | +40.6% | +28.2% | +12.3% | +30.6% |
| YTD | +94.3% | +69.8% | +24.5% | +67.1% |
| 1Y | +164.3% | +162.9% | +1.4% | +100.6% |
| 3Y | +221.0% | +95.9% | +125.0% | +136.8% |
| 5Y | +139.1% | +244.5% | -105.4% | +36.2% |
| All | +262.7% | +658.6% | -395.9% | +33.5% |
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