+53.8%
NDAQ vs ONTO
+258.3%
-204.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -2.4% |
| 7D | -2.6% | +9.7% | -12.2% | -3.4% |
| 30D | +0.5% | -8.8% | +9.3% | +1.1% |
| 3M | +9.9% | +4.5% | +5.4% | +7.4% |
| 6M | +8.2% | +56.4% | -48.2% | -0.7% |
| YTD | -1.5% | +78.1% | -79.6% | -11.7% |
| 1Y | +1.3% | +171.3% | -169.9% | -15.2% |
| 3Y | +92.6% | +118.7% | -26.1% | +52.5% |
| 5Y | +53.8% | +269.4% | -215.6% | -1.9% |
| All | +53.8% | +258.3% | -204.5% | -1.9% |
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