+3,190.5%
FIX vs ONTO
+658.6%
+2,531.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -0.8% |
| 7D | +6.0% | -1.0% | +7.1% | +6.4% |
| 30D | -7.2% | -2.9% | -4.3% | -7.2% |
| 3M | -15.9% | -2.5% | -13.4% | -16.8% |
| 6M | +12.7% | +28.2% | -15.5% | -1.5% |
| YTD | +72.8% | +69.8% | +3.0% | +34.0% |
| 1Y | +122.9% | +162.9% | -40.0% | +42.8% |
| 3Y | +774.3% | +95.9% | +678.4% | +496.1% |
| 5Y | +2,049.5% | +244.5% | +1,805.0% | +965.2% |
| All | +3,190.5% | +658.6% | +2,531.9% | +835.3% |
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 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