+3.7%
LOW vs ONTO
-24.2%
+28.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.0% | +0.4% |
| 7D | +1.0% | +16.4% | -15.4% | +2.0% |
| 30D | +25.6% | -21.4% | +47.0% | +24.7% |
| 3M | +5.3% | -32.7% | +38.1% | +4.0% |
| 6M | +3.7% | -25.2% | +28.9% | +1.3% |
| All | +3.7% | -24.2% | +28.0% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling