+4.6%
F vs ONTO
-39.7%
+44.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.1% | -11.8% | -0.8% |
| 7D | +1.6% | -14.0% | +15.6% | +1.6% |
| 30D | +2.6% | -43.1% | +45.7% | +3.4% |
| 3M | -8.8% | -35.5% | +26.7% | -8.7% |
| 6M | +4.6% | -41.1% | +45.7% | +5.5% |
| All | +4.6% | -39.7% | +44.4% | +5.5% |
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 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