+214.9%
FERG vs ONTO
+658.6%
-443.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.2% | -3.8% | +1.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -10.2% | -2.9% | -7.3% | -10.4% |
| 3M | -0.6% | -2.5% | +1.9% | -2.3% |
| 6M | -6.5% | +28.2% | -34.7% | -12.7% |
| YTD | +4.2% | +69.8% | -65.6% | -7.2% |
| 1Y | -2.3% | +162.9% | -165.1% | -19.1% |
| 3Y | +48.5% | +95.9% | -47.5% | +23.2% |
| 5Y | +72.0% | +244.5% | -172.5% | +31.6% |
| All | +214.9% | +658.6% | -443.7% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling