+267.1%
NEM vs ONTO
+508.7%
-241.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.9% | -10.1% | -2.4% |
| 7D | +0.3% | +16.4% | -16.1% | -2.1% |
| 30D | +1.1% | -21.4% | +22.6% | +3.7% |
| 3M | +1.3% | -32.7% | +34.0% | +5.6% |
| 6M | -1.4% | -25.2% | +23.8% | 0.0% |
| YTD | +19.4% | +36.2% | -16.8% | +12.4% |
| 1Y | +32.9% | +61.2% | -28.2% | +22.7% |
| 3Y | +267.0% | +58.7% | +208.4% | +224.4% |
| 5Y | +131.0% | +143.6% | -12.6% | +85.6% |
| All | +267.1% | +508.7% | -241.6% | +118.8% |
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