-3.5%
IR vs ONTO
+162.8%
-166.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.4% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | -15.1% | -2.9% | -12.2% | -15.3% |
| 3M | +6.1% | -2.5% | +8.5% | +3.3% |
| 6M | -16.8% | +28.2% | -45.0% | -24.9% |
| YTD | -3.5% | +69.8% | -73.3% | -17.3% |
| 1Y | -3.5% | +162.9% | -166.4% | -20.5% |
| All | -3.5% | +162.8% | -166.3% | -20.5% |
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