-54.8%
NKE vs ONTO
+696.1%
-750.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.3% |
| 7D | -4.2% | +4.9% | -9.1% | -5.0% |
| 30D | -8.2% | -16.6% | +8.4% | -5.6% |
| 3M | -19.1% | -7.3% | -11.7% | -20.6% |
| 6M | -32.6% | +45.9% | -78.6% | -41.1% |
| YTD | -40.7% | +78.2% | -118.9% | -50.9% |
| 1Y | -48.9% | +159.8% | -208.7% | -61.7% |
| 3Y | -59.2% | +123.4% | -182.7% | -72.2% |
| 5Y | -75.3% | +265.8% | -341.1% | -86.4% |
| All | -54.8% | +696.1% | -750.9% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling