-59.5%
FICO vs ONTO
+53.2%
-112.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.9% | -9.1% | +1.7% |
| 7D | +4.0% | +16.4% | -12.4% | +7.8% |
| 30D | -1.5% | -21.4% | +19.9% | -6.6% |
| 3M | -29.8% | -32.7% | +3.0% | -34.4% |
| 6M | -33.3% | -25.2% | -8.1% | -34.0% |
| YTD | -56.9% | +36.2% | -93.1% | -56.6% |
| 1Y | -59.5% | +61.2% | -120.6% | -60.6% |
| All | -59.5% | +53.2% | -112.7% | -60.6% |
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