+424.9%
GOOG vs ONTO
+695.7%
-270.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.1% |
| 7D | +1.1% | +9.7% | -8.6% | -1.2% |
| 30D | -5.1% | -8.8% | +3.8% | -3.8% |
| 3M | -7.1% | +4.5% | -11.6% | -11.4% |
| 6M | +12.7% | +56.4% | -43.8% | -4.6% |
| YTD | +7.1% | +78.1% | -71.0% | -13.5% |
| 1Y | +43.6% | +171.3% | -127.7% | +2.4% |
| 3Y | +146.8% | +118.7% | +28.1% | +66.5% |
| 5Y | +133.7% | +269.4% | -135.7% | +26.7% |
| All | +424.9% | +695.7% | -270.8% | +101.7% |
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