+162.4%
IR vs ONTO
+390.5%
-228.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.1% | -9.7% | -1.6% |
| 7D | +3.7% | -14.0% | +17.7% | +7.2% |
| 30D | +7.4% | -43.1% | +50.5% | +23.4% |
| 3M | -5.9% | -35.5% | +29.6% | +2.6% |
| 6M | +5.6% | -41.1% | +46.6% | +14.3% |
| YTD | +4.8% | +9.8% | -4.9% | -7.5% |
| 1Y | +6.9% | +31.5% | -24.6% | -11.2% |
| 3Y | +27.6% | +45.2% | -17.6% | -9.7% |
| 5Y | +45.8% | +86.7% | -40.9% | -12.6% |
| All | +162.4% | +390.5% | -228.0% | -11.3% |
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