+56.7%
NOC vs ONTO
+268.0%
-211.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | +9.4% | -10.9% | -1.3% |
| 30D | -10.4% | -4.4% | -5.9% | -10.5% |
| 3M | -5.6% | +1.6% | -7.2% | -5.5% |
| 6M | -30.4% | +45.3% | -75.7% | -29.8% |
| YTD | -8.5% | +76.4% | -84.8% | -7.1% |
| 1Y | -8.3% | +167.2% | -175.5% | -5.7% |
| 3Y | +28.2% | +116.6% | -88.3% | +31.0% |
| 5Y | +56.7% | +263.7% | -207.0% | +68.9% |
| All | +56.7% | +268.0% | -211.2% | +68.9% |
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