+225.6%
FANG vs ONTO
+261.1%
-35.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.8% |
| 7D | +2.9% | +4.9% | -2.1% | +2.2% |
| 30D | +2.6% | -16.6% | +19.2% | +4.7% |
| 3M | +7.6% | -7.3% | +14.9% | +6.7% |
| 6M | +17.3% | +45.9% | -28.6% | +7.0% |
| YTD | +38.7% | +78.2% | -39.5% | +21.0% |
| 1Y | +51.6% | +159.8% | -108.2% | +22.4% |
| 3Y | +50.0% | +123.4% | -73.5% | +14.1% |
| All | +225.6% | +261.1% | -35.5% | +108.5% |
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