+88.0%
FICO vs ONTO
+122.9%
-34.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +0.9% | -2.4% | +3.3% | +0.9% |
| 30D | +9.4% | -32.9% | +42.4% | +13.1% |
| 3M | -30.4% | -32.2% | +1.8% | -28.8% |
| 6M | -35.1% | -30.6% | -4.5% | -35.7% |
| YTD | -56.8% | +25.1% | -81.9% | -63.1% |
| 1Y | -58.4% | +40.0% | -98.4% | -65.6% |
| 3Y | -26.7% | +45.7% | -72.4% | -46.7% |
| 5Y | +88.0% | +128.8% | -40.8% | +13.6% |
| All | +88.0% | +122.9% | -34.9% | +13.6% |
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 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