+6.9%
LQD vs ONTO
+695.7%
-688.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.2% |
| 7D | +0.2% | +9.7% | -9.4% | -0.2% |
| 30D | -0.6% | -8.8% | +8.2% | -0.3% |
| 3M | -1.2% | +4.5% | -5.7% | -2.0% |
| 6M | -1.9% | +56.4% | -58.4% | -4.7% |
| YTD | -1.3% | +78.1% | -79.3% | -4.8% |
| 1Y | -1.0% | +171.3% | -172.3% | -6.7% |
| 3Y | +15.2% | +118.7% | -103.4% | +6.7% |
| 5Y | -4.4% | +269.4% | -273.8% | -16.5% |
| All | +6.9% | +695.7% | -688.8% | -19.5% |
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 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