+9.9%
EWZ vs ONTO
+390.5%
-380.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.1% | -10.4% | -1.6% |
| 7D | -1.5% | -14.0% | +12.6% | +1.0% |
| 30D | -24.5% | -43.1% | +18.6% | -16.1% |
| 3M | -10.7% | -35.5% | +24.8% | -4.7% |
| 6M | -19.1% | -41.1% | +22.0% | -14.1% |
| YTD | +1.6% | +9.8% | -8.1% | -7.9% |
| 1Y | +4.3% | +31.5% | -27.2% | -9.8% |
| 3Y | +19.0% | +45.2% | -26.2% | -12.8% |
| 5Y | +57.7% | +86.7% | -29.0% | -4.1% |
| All | +9.9% | +390.5% | -380.5% | -68.3% |
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