-53.2%
NKE vs ONTO
+695.7%
-748.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.7% |
| 7D | -0.1% | +9.7% | -9.7% | -1.8% |
| 30D | -7.7% | -8.8% | +1.2% | -6.8% |
| 3M | -10.9% | +4.5% | -15.4% | -14.8% |
| 6M | -31.9% | +56.4% | -88.3% | -41.4% |
| YTD | -38.6% | +78.1% | -116.7% | -49.1% |
| 1Y | -46.9% | +171.3% | -218.2% | -60.6% |
| 3Y | -58.2% | +118.7% | -176.8% | -71.2% |
| 5Y | -74.0% | +269.4% | -343.4% | -85.7% |
| All | -53.2% | +695.7% | -748.9% | -81.4% |
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 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