+3.3%
EXC vs ONTO
-39.7%
+43.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.1% | -13.0% | -1.2% |
| 7D | -1.2% | -14.0% | +12.9% | -1.9% |
| 30D | +10.0% | -43.1% | +53.0% | +7.2% |
| 3M | +1.6% | -35.5% | +37.1% | +0.2% |
| 6M | +3.3% | -41.1% | +44.3% | +2.0% |
| All | +3.3% | -39.7% | +43.0% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling