+26.9%
LOW vs ONTO
+60.0%
-33.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.0% | -0.5% |
| 7D | +1.0% | +16.4% | -15.4% | +0.1% |
| 30D | +25.6% | -21.4% | +47.0% | +27.0% |
| 3M | +5.3% | -32.7% | +38.1% | +7.3% |
| 6M | +3.7% | -25.2% | +28.9% | +3.7% |
| YTD | -1.9% | +36.2% | -38.1% | -7.7% |
| 1Y | +0.6% | +61.2% | -60.6% | -7.0% |
| All | +26.9% | +60.0% | -33.1% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling