-27.3%
NRG vs ONTO
+162.0%
-189.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.2% |
| 7D | -4.7% | +4.9% | -9.6% | -6.1% |
| 30D | -6.0% | -16.6% | +10.7% | -1.2% |
| 3M | -8.0% | -7.3% | -0.6% | -9.9% |
| 6M | -23.2% | +45.9% | -69.1% | -38.6% |
| YTD | -28.1% | +78.2% | -106.2% | -46.7% |
| 1Y | -27.3% | +159.8% | -187.1% | -51.0% |
| All | -27.3% | +162.0% | -189.2% | -51.0% |
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