-24.7%
LOW vs ONTO
+168.3%
-192.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -0.6% | +9.4% | -10.0% | -0.9% |
| 30D | -9.3% | -4.4% | -4.8% | -9.3% |
| 3M | -8.1% | +1.6% | -9.7% | -9.4% |
| 6M | -19.8% | +45.3% | -65.0% | -23.7% |
| YTD | -16.4% | +76.4% | -92.7% | -21.4% |
| 1Y | -24.7% | +167.2% | -191.8% | -30.5% |
| All | -24.7% | +168.3% | -192.9% | -30.5% |
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