+27.7%
EXC vs ONTO
+45.4%
-17.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.1% | -13.0% | -1.3% |
| 7D | -1.2% | -14.0% | +12.9% | -1.9% |
| 30D | +10.0% | -43.1% | +53.0% | +6.8% |
| 3M | +1.6% | -35.5% | +37.1% | -0.3% |
| 6M | +3.3% | -41.1% | +44.3% | +1.5% |
| YTD | +7.6% | +9.8% | -2.2% | +10.2% |
| 1Y | +3.5% | +31.5% | -28.1% | +7.3% |
| 3Y | +27.7% | +45.2% | -17.5% | +33.9% |
| All | +27.7% | +45.4% | -17.7% | +33.9% |
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