-15.8%
F vs ONTO
+136.3%
-152.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.4% |
| 7D | -3.9% | +34.4% | -38.3% | -9.2% |
| 30D | -0.5% | -20.4% | +20.0% | +2.8% |
| 3M | -12.9% | -37.8% | +24.9% | -6.4% |
| 6M | +1.5% | -24.6% | +26.1% | +1.9% |
| YTD | -5.0% | +32.8% | -37.8% | -17.9% |
| 1Y | -7.3% | +54.7% | -62.1% | -23.0% |
| 3Y | +45.3% | +54.7% | -9.4% | +3.2% |
| 5Y | -15.8% | +134.0% | -149.8% | -52.9% |
| All | -15.8% | +136.3% | -152.0% | -52.9% |
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 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