-1.4%
LOW vs ONTO
+46.1%
-47.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -8.7% | +16.2% | +7.4% |
| 7D | +15.6% | -17.4% | +33.0% | +15.6% |
| 30D | +28.6% | -43.2% | +71.8% | +29.6% |
| 3M | +5.8% | -35.7% | +41.6% | +5.9% |
| 6M | +3.8% | -38.3% | +42.1% | +3.2% |
| YTD | -2.8% | +17.1% | -19.9% | -11.2% |
| 1Y | -1.4% | +43.1% | -44.6% | -13.5% |
| All | -1.4% | +46.1% | -47.5% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling