-83.4%
FRMI vs ONTO
+110.0%
-193.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -0.8% |
| 7D | +10.9% | +6.5% | +4.4% | +7.8% |
| 30D | -24.3% | -15.9% | -8.4% | -17.7% |
| 3M | -21.8% | -0.2% | -21.6% | -24.2% |
| 6M | -33.0% | +38.7% | -71.8% | -48.1% |
| YTD | -32.6% | +70.4% | -103.0% | -48.8% |
| All | -83.4% | +110.0% | -193.4% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling