+132.3%
LOW vs ONTO
+493.5%
-361.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | +0.1% | +34.4% | -34.3% | -4.9% |
| 30D | +21.3% | -20.4% | +41.7% | +24.7% |
| 3M | +6.0% | -37.8% | +43.8% | +12.9% |
| 6M | +2.6% | -24.6% | +27.1% | +2.4% |
| YTD | -3.6% | +32.8% | -36.4% | -15.9% |
| 1Y | -1.0% | +54.7% | -55.7% | -16.6% |
| 3Y | +24.2% | +54.7% | -30.5% | -7.6% |
| 5Y | +6.3% | +134.0% | -127.7% | -35.1% |
| All | +132.3% | +493.5% | -361.1% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling