+27.6%
IR vs ONTO
+45.4%
-17.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.1% | -9.7% | -0.7% |
| 7D | +3.7% | -14.0% | +17.7% | +6.2% |
| 30D | +7.4% | -43.1% | +50.5% | +18.4% |
| 3M | -5.9% | -35.5% | +29.6% | 0.0% |
| 6M | +5.6% | -41.1% | +46.6% | +11.8% |
| YTD | +4.8% | +9.8% | -4.9% | -4.8% |
| 1Y | +6.9% | +31.5% | -24.6% | -7.1% |
| 3Y | +27.6% | +45.2% | -17.6% | +3.8% |
| All | +27.6% | +45.4% | -17.8% | +3.8% |
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