+44.9%
IR vs ONTO
+124.4%
-79.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +2.5% | +17.5% | -15.0% | -1.4% |
| 30D | +9.2% | -15.7% | +24.8% | +12.3% |
| 3M | +0.9% | -39.7% | +40.7% | +11.2% |
| 6M | +19.2% | -26.5% | +45.7% | +21.0% |
| YTD | +7.5% | +29.0% | -21.5% | -7.6% |
| 1Y | +11.7% | +57.0% | -45.2% | -9.2% |
| 3Y | +23.9% | +50.0% | -26.1% | -8.8% |
| All | +44.9% | +124.4% | -79.5% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling