+8.4%
LOW vs ONTO
+258.3%
-249.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.4% |
| 7D | +0.4% | +9.7% | -9.3% | -0.8% |
| 30D | -10.1% | -8.8% | -1.3% | -9.4% |
| 3M | -2.9% | +4.5% | -7.4% | -5.4% |
| 6M | -19.4% | +56.4% | -75.8% | -26.8% |
| YTD | -15.4% | +78.1% | -93.5% | -25.1% |
| 1Y | -24.9% | +171.3% | -196.2% | -38.4% |
| 3Y | -7.8% | +118.7% | -126.5% | -29.2% |
| 5Y | +8.4% | +269.4% | -261.0% | -29.9% |
| All | +8.4% | +258.3% | -249.9% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling