+134.4%
FICO vs ONTO
+341.5%
-207.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.6% | +16.5% | +3.8% |
| 7D | -0.3% | -29.7% | +29.4% | +6.0% |
| 30D | +1.7% | -50.3% | +52.0% | +14.8% |
| 3M | -35.2% | -43.5% | +8.3% | -30.2% |
| 6M | -33.7% | -48.9% | +15.2% | -30.1% |
| YTD | -58.2% | -1.2% | -57.0% | -64.7% |
| 1Y | -56.6% | +14.9% | -71.5% | -65.3% |
| 3Y | -24.0% | +31.2% | -55.2% | -50.8% |
| 5Y | +86.1% | +68.1% | +18.0% | -0.4% |
| All | +134.4% | +341.5% | -207.2% | -37.5% |
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