+223.9%
NDAQ vs ONTO
+658.6%
-434.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.0% | -2.7% |
| 7D | -2.4% | -1.0% | -1.4% | -2.4% |
| 30D | +2.5% | -2.9% | +5.3% | +2.3% |
| 3M | +9.9% | -2.5% | +12.4% | +7.5% |
| 6M | +9.4% | +28.2% | -18.8% | +0.9% |
| YTD | +0.4% | +69.8% | -69.4% | -12.4% |
| 1Y | +4.0% | +162.9% | -158.8% | -17.1% |
| 3Y | +94.4% | +95.9% | -1.6% | +49.2% |
| 5Y | +56.7% | +244.5% | -187.8% | -1.7% |
| All | +223.9% | +658.6% | -434.6% | +39.2% |
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