-1.6%
F vs ONTO
+33.8%
-35.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.3% | +0.1% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +2.9% | -34.1% | +37.0% | +5.3% |
| 3M | -9.5% | -37.1% | +27.6% | -7.4% |
| 6M | +4.0% | -31.8% | +35.9% | +4.9% |
| YTD | -1.3% | +22.9% | -24.2% | -9.8% |
| All | -1.6% | +33.8% | -35.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling