+93.1%
META vs ONTO
+112.9%
-19.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.0% | -6.9% | +1.9% |
| 7D | +5.7% | +1.4% | +4.3% | +4.6% |
| 30D | -10.8% | -34.1% | +23.4% | -1.3% |
| 3M | +8.4% | -37.1% | +45.5% | +19.8% |
| 6M | +5.4% | -31.8% | +37.2% | +9.0% |
| YTD | -2.6% | +22.9% | -25.5% | -19.4% |
| 1Y | +3.5% | +39.5% | -36.0% | -18.5% |
| 3Y | +102.0% | +57.7% | +44.3% | +22.9% |
| 5Y | +93.1% | +115.8% | -22.7% | -9.5% |
| All | +93.1% | +112.9% | -19.8% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling