+30.1%
EWZ vs ONTO
+658.6%
-628.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -2.0% |
| 7D | +6.5% | -1.0% | +7.5% | +6.6% |
| 30D | +4.8% | -2.9% | +7.7% | +4.4% |
| 3M | +9.9% | -2.5% | +12.3% | +6.9% |
| 6M | +1.9% | +28.2% | -26.3% | -8.0% |
| YTD | +20.3% | +69.8% | -49.5% | +1.1% |
| 1Y | +35.6% | +162.9% | -127.3% | +1.7% |
| 3Y | +43.4% | +95.9% | -52.5% | +1.6% |
| 5Y | +55.9% | +244.5% | -188.5% | -19.7% |
| All | +30.1% | +658.6% | -628.5% | -65.1% |
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