+1,049.0%
FIX vs ONTO
+122.9%
+926.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.5% |
| 7D | -13.9% | -2.4% | -11.5% | -12.8% |
| 30D | -35.5% | -32.9% | -2.6% | -23.0% |
| 3M | -33.9% | -32.2% | -1.7% | -22.1% |
| 6M | -43.3% | -30.6% | -12.7% | -35.0% |
| YTD | +18.7% | +25.1% | -6.4% | +6.3% |
| 1Y | +13.8% | +40.0% | -26.2% | -2.6% |
| 3Y | +495.0% | +45.7% | +449.2% | +389.2% |
| 5Y | +1,049.0% | +128.8% | +920.3% | +664.9% |
| All | +1,049.0% | +122.9% | +926.2% | +664.9% |
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