-15.8%
F vs ONTO
+84.2%
-100.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.1% | -11.8% | -2.7% |
| 7D | +1.6% | -14.0% | +15.6% | +3.8% |
| 30D | +2.6% | -43.1% | +45.7% | +13.0% |
| 3M | -8.8% | -35.5% | +26.7% | -3.4% |
| 6M | +4.6% | -41.1% | +45.7% | +10.3% |
| YTD | -1.9% | +9.8% | -11.7% | -12.1% |
| 1Y | -0.8% | +31.5% | -32.3% | -15.2% |
| 3Y | +43.5% | +45.2% | -1.7% | +0.2% |
| All | -15.8% | +84.2% | -100.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling