+24.2%
FIX vs ONTO
+52.3%
-28.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +0.3% |
| 7D | +9.4% | +17.5% | -8.1% | -0.7% |
| 30D | -27.8% | -15.7% | -12.1% | -20.6% |
| 3M | -35.6% | -39.7% | +4.2% | -15.8% |
| 6M | -45.2% | -26.5% | -18.7% | -38.3% |
| YTD | +19.5% | +29.0% | -9.5% | -11.1% |
| 1Y | +24.2% | +57.0% | -32.7% | -15.5% |
| All | +24.2% | +52.3% | -28.0% | -15.5% |
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 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