-25.9%
FPS vs ONTO
+5.8%
-31.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.7% | -6.3% |
| 7D | -20.9% | -2.4% | -18.4% | -18.4% |
| 30D | -46.3% | -32.9% | -13.4% | -28.8% |
| 3M | -42.9% | -32.2% | -10.7% | -25.9% |
| 6M | -46.8% | -30.6% | -16.2% | -34.7% |
| All | -25.9% | +5.8% | -31.7% | -38.6% |
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