+765.1%
JBL vs ONTO
+658.6%
+106.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.6% | -1.2% |
| 7D | +3.0% | -1.0% | +4.1% | +3.4% |
| 30D | -8.3% | -2.9% | -5.4% | -8.0% |
| 3M | -16.9% | -2.5% | -14.4% | -18.4% |
| 6M | +21.8% | +28.2% | -6.4% | +5.1% |
| YTD | +36.3% | +69.8% | -33.5% | +3.5% |
| 1Y | +49.5% | +162.9% | -113.4% | -7.3% |
| 3Y | +170.6% | +95.9% | +74.7% | +63.3% |
| 5Y | +408.4% | +244.5% | +163.9% | +105.7% |
| All | +765.1% | +658.6% | +106.5% | +85.4% |
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