+24.7%
NOC vs ONTO
+60.0%
-35.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | +0.8% |
| 7D | +4.9% | +16.4% | -11.5% | +5.6% |
| 30D | +13.6% | -21.4% | +35.0% | +12.5% |
| 3M | -3.9% | -32.7% | +28.9% | -5.3% |
| 6M | +1.4% | -25.2% | +26.6% | +0.5% |
| YTD | -2.2% | +36.2% | -38.4% | -1.0% |
| 1Y | -1.2% | +61.2% | -62.4% | +0.9% |
| All | +24.7% | +60.0% | -35.3% | +29.9% |
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 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