+187.0%
FDX vs ONTO
+508.7%
-321.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.9% | -7.9% | -0.7% |
| 7D | -2.1% | +16.4% | -18.4% | -5.2% |
| 30D | +10.4% | -21.4% | +31.8% | +14.3% |
| 3M | +0.5% | -32.7% | +33.2% | +6.3% |
| 6M | +6.5% | -25.2% | +31.7% | +7.5% |
| YTD | +40.2% | +36.2% | +4.0% | +22.4% |
| 1Y | +52.1% | +61.2% | -9.1% | +27.6% |
| 3Y | +72.8% | +58.7% | +14.2% | +29.8% |
| 5Y | +76.3% | +143.6% | -67.4% | +9.7% |
| All | +187.0% | +508.7% | -321.7% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling