+70.0%
FDX vs ONTO
+84.2%
-14.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.1% | -13.8% | -4.4% |
| 7D | -1.6% | -14.0% | +12.4% | +0.2% |
| 30D | +6.6% | -43.1% | +49.7% | +15.5% |
| 3M | -2.1% | -35.5% | +33.4% | +2.8% |
| 6M | +2.2% | -41.1% | +43.2% | +7.0% |
| YTD | +33.9% | +9.8% | +24.2% | +23.3% |
| 1Y | +50.2% | +31.5% | +18.7% | +33.2% |
| 3Y | +65.5% | +45.2% | +20.4% | +26.6% |
| All | +70.0% | +84.2% | -14.2% | +9.4% |
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