+107.5%
LOW vs ONTO
+658.6%
-551.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -7.0% | -2.9% | -4.1% | -7.2% |
| 3M | -0.9% | -2.5% | +1.6% | -3.5% |
| 6M | -20.1% | +28.2% | -48.3% | -27.4% |
| YTD | -13.9% | +69.8% | -83.7% | -26.8% |
| 1Y | -21.1% | +162.9% | -184.0% | -39.8% |
| 3Y | -6.6% | +95.9% | -102.6% | -32.4% |
| 5Y | +9.4% | +244.5% | -235.1% | -38.3% |
| All | +107.5% | +658.6% | -551.1% | -28.7% |
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