-26.4%
LUV vs ONTO
+695.7%
-722.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -3.7% |
| 7D | +3.1% | +9.7% | -6.5% | +0.5% |
| 30D | -17.4% | -8.8% | -8.6% | -15.9% |
| 3M | -4.9% | +4.5% | -9.4% | -9.2% |
| 6M | -5.7% | +56.4% | -62.1% | -20.5% |
| YTD | -5.2% | +78.1% | -83.3% | -23.5% |
| 1Y | +24.1% | +171.3% | -147.1% | -12.2% |
| 3Y | +39.6% | +118.7% | -79.1% | -8.4% |
| 5Y | -12.5% | +269.4% | -281.9% | -56.8% |
| All | -26.4% | +695.7% | -722.1% | -78.2% |
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