-7.5%
NOC vs ONTO
+46.1%
-53.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.7% | +4.1% | -5.0% |
| 7D | -5.0% | -17.4% | +12.4% | -5.9% |
| 30D | +10.3% | -43.2% | +53.5% | +7.6% |
| 3M | -4.3% | -35.7% | +31.4% | -6.2% |
| 6M | -6.5% | -38.3% | +31.8% | -9.2% |
| YTD | -6.7% | +17.1% | -23.8% | -12.9% |
| 1Y | -7.5% | +43.1% | -50.6% | -11.8% |
| All | -7.5% | +46.1% | -53.6% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling