-59.4%
NKE vs ONTO
+106.2%
-165.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.7% |
| 7D | -5.5% | +6.5% | -12.1% | -5.9% |
| 30D | -10.4% | -15.9% | +5.5% | -9.7% |
| 3M | -15.8% | -0.2% | -15.7% | -17.3% |
| 6M | -33.4% | +38.7% | -72.2% | -37.5% |
| YTD | -41.0% | +70.4% | -111.4% | -46.1% |
| 1Y | -49.1% | +153.6% | -202.7% | -55.9% |
| All | -59.4% | +106.2% | -165.6% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling