+142.3%
FITB vs ONTO
+658.6%
-516.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -1.9% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -4.7% | -2.9% | -1.8% | -5.0% |
| 3M | +6.7% | -2.5% | +9.1% | +2.7% |
| 6M | +12.6% | +28.2% | -15.7% | -2.0% |
| YTD | +19.1% | +69.8% | -50.7% | -6.0% |
| 1Y | +22.6% | +162.9% | -140.2% | -17.4% |
| 3Y | +127.1% | +95.9% | +31.2% | +41.7% |
| 5Y | +71.8% | +244.5% | -172.7% | -26.2% |
| All | +142.3% | +658.6% | -516.3% | -47.0% |
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 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