-9.5%
NOC vs ONTO
+162.0%
-171.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | +0.1% |
| 7D | +0.8% | +4.9% | -4.2% | +0.9% |
| 30D | -9.7% | -16.6% | +6.9% | -10.1% |
| 3M | -5.6% | -7.3% | +1.7% | -6.4% |
| 6M | -28.6% | +45.9% | -74.5% | -30.7% |
| YTD | -7.9% | +78.2% | -86.0% | -11.3% |
| 1Y | -9.5% | +159.8% | -169.3% | -11.3% |
| All | -9.5% | +162.0% | -171.5% | -11.3% |
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