+47.5%
FITB vs ONTO
+124.4%
-76.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.6% |
| 7D | +2.8% | +17.5% | -14.8% | -0.1% |
| 30D | +9.8% | -15.7% | +25.4% | +12.0% |
| 3M | -5.2% | -39.7% | +34.6% | +1.9% |
| 6M | +17.3% | -26.5% | +43.8% | +18.4% |
| YTD | +19.3% | +29.0% | -9.7% | +5.5% |
| 1Y | +32.7% | +57.0% | -24.3% | +12.3% |
| 3Y | +141.6% | +50.0% | +91.6% | +82.1% |
| All | +47.5% | +124.4% | -76.9% | -12.3% |
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