-79.1%
FIG vs ONTO
+168.0%
-247.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.5% | -3.5% |
| 7D | -16.3% | -1.0% | -15.3% | -16.4% |
| 30D | -14.3% | -2.9% | -11.4% | -14.4% |
| 3M | +7.2% | -2.5% | +9.6% | +5.6% |
| 6M | -18.6% | +28.2% | -46.8% | -24.1% |
| YTD | -35.5% | +69.8% | -105.2% | -44.0% |
| 1Y | -55.8% | +162.9% | -218.7% | -62.8% |
| All | -79.1% | +168.0% | -247.1% | -81.6% |
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 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