-75.5%
NKE vs ONTO
+246.7%
-322.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.5% |
| 7D | -5.5% | +6.5% | -12.1% | -6.5% |
| 30D | -10.4% | -15.9% | +5.5% | -8.5% |
| 3M | -15.8% | -0.2% | -15.7% | -18.5% |
| 6M | -33.4% | +38.7% | -72.2% | -40.4% |
| YTD | -41.0% | +70.4% | -111.4% | -49.8% |
| 1Y | -49.1% | +153.6% | -202.7% | -60.6% |
| 3Y | -59.8% | +109.2% | -169.0% | -72.0% |
| 5Y | -75.5% | +249.7% | -325.2% | -86.9% |
| All | -75.5% | +246.7% | -322.2% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling