+75.5%
FDX vs ONTO
+167.3%
-91.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.1% |
| 7D | -3.3% | +9.7% | -13.0% | -4.2% |
| 30D | -1.4% | -8.8% | +7.4% | -0.7% |
| 3M | -4.5% | +4.5% | -9.0% | -6.4% |
| 6M | +9.4% | +56.4% | -47.0% | +0.8% |
| YTD | +36.0% | +78.1% | -42.1% | +22.7% |
| 1Y | +75.5% | +171.3% | -95.8% | +55.3% |
| All | +75.5% | +167.3% | -91.8% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling