+72.3%
EXC vs ONTO
+658.6%
-586.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -1.5% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | -3.7% | -2.9% | -0.8% | -3.8% |
| 3M | -1.3% | -2.5% | +1.2% | -2.4% |
| 6M | -9.7% | +28.2% | -37.9% | -13.5% |
| YTD | +2.9% | +69.8% | -66.9% | -4.4% |
| 1Y | +4.4% | +162.9% | -158.5% | -8.0% |
| 3Y | +22.2% | +95.9% | -73.7% | +1.5% |
| 5Y | +46.7% | +244.5% | -197.8% | -2.2% |
| All | +72.3% | +658.6% | -586.3% | -31.8% |
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