+1,005.0%
LLY vs ONTO
+658.6%
+346.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.4% |
| 7D | -2.1% | -1.0% | -1.1% | -2.1% |
| 30D | -1.6% | -2.9% | +1.3% | -1.8% |
| 3M | +2.3% | -2.5% | +4.7% | +0.8% |
| 6M | +14.9% | +28.2% | -13.3% | +9.3% |
| YTD | +7.5% | +69.8% | -62.3% | -1.4% |
| 1Y | +55.7% | +162.9% | -107.2% | +34.9% |
| 3Y | +110.6% | +95.9% | +14.7% | +81.9% |
| 5Y | +363.4% | +244.5% | +118.9% | +259.5% |
| All | +1,005.0% | +658.6% | +346.4% | +583.7% |
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