+141.5%
IBM vs ONTO
+658.6%
-517.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +0.3% | -2.9% | +3.2% | +0.1% |
| 3M | -21.6% | -2.5% | -19.1% | -23.4% |
| 6M | -4.7% | +28.2% | -32.9% | -11.6% |
| YTD | -19.1% | +69.8% | -88.9% | -28.5% |
| 1Y | -2.5% | +162.9% | -165.4% | -20.5% |
| 3Y | +74.2% | +95.9% | -21.8% | +38.4% |
| 5Y | +113.1% | +244.5% | -131.3% | +40.9% |
| All | +141.5% | +658.6% | -517.1% | +9.0% |
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