-27.2%
NOW vs ONTO
+136.3%
-163.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.6% |
| 7D | -1.7% | +34.4% | -36.1% | -6.8% |
| 30D | -27.4% | -20.4% | -6.9% | -25.1% |
| 3M | -19.4% | -37.8% | +18.4% | -14.0% |
| 6M | +13.1% | -24.6% | +37.7% | +11.0% |
| YTD | -34.3% | +32.8% | -67.1% | -47.1% |
| 1Y | -41.8% | +54.7% | -96.5% | -55.5% |
| 3Y | -20.7% | +54.7% | -75.4% | -50.1% |
| 5Y | -27.2% | +134.0% | -161.2% | -67.5% |
| All | -27.2% | +136.3% | -163.5% | -67.5% |
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