+14.4%
FIX vs ONTO
+46.1%
-31.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -8.7% | -6.4% | -10.0% |
| 7D | -18.9% | -17.4% | -1.5% | -9.1% |
| 30D | -36.3% | -43.2% | +6.9% | -12.6% |
| 3M | -38.5% | -35.7% | -2.8% | -22.7% |
| 6M | -42.3% | -38.3% | -4.0% | -27.6% |
| YTD | +17.1% | +17.1% | 0.0% | -7.1% |
| 1Y | +14.4% | +43.1% | -28.8% | -19.3% |
| All | +14.4% | +46.1% | -31.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling