-82.4%
FRMI vs ONTO
+119.5%
-201.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.9% | +6.6% | +9.1% |
| 7D | +23.3% | +9.7% | +13.7% | +18.1% |
| 30D | -7.6% | -8.8% | +1.2% | -3.1% |
| 3M | +0.2% | +4.5% | -4.3% | -5.3% |
| 6M | -28.7% | +56.4% | -85.1% | -48.2% |
| YTD | -28.6% | +78.1% | -106.7% | -46.9% |
| All | -82.4% | +119.5% | -201.9% | -86.7% |
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