+70.5%
NEE vs ONTO
+658.6%
-588.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.3% |
| 7D | +1.9% | -1.0% | +3.0% | +2.0% |
| 30D | -2.2% | -2.9% | +0.7% | -2.2% |
| 3M | -1.2% | -2.5% | +1.3% | -2.3% |
| 6M | -8.6% | +28.2% | -36.8% | -12.7% |
| YTD | +6.2% | +69.8% | -63.6% | -1.9% |
| 1Y | +21.1% | +162.9% | -141.8% | +6.1% |
| 3Y | +36.4% | +95.9% | -59.5% | +14.3% |
| 5Y | +11.4% | +244.5% | -233.1% | -21.3% |
| All | +70.5% | +658.6% | -588.1% | -17.6% |
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