-36.3%
FICO vs ONTO
+25.7%
-62.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +6.2% | -22.8% | -15.1% |
| 7D | -19.2% | -1.0% | -18.2% | -19.0% |
| 30D | -14.6% | -2.9% | -11.7% | -14.2% |
| 3M | -20.1% | -2.5% | -17.6% | -16.7% |
| 6M | -36.3% | +28.2% | -64.5% | -31.0% |
| All | -36.3% | +25.7% | -62.1% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling