+203.7%
NRG vs ONTO
+106.2%
+97.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | -0.2% | +6.5% | -6.7% | -2.1% |
| 30D | -6.8% | -15.9% | +9.1% | -2.1% |
| 3M | -7.1% | -0.2% | -7.0% | -11.1% |
| 6M | -27.6% | +38.7% | -66.3% | -38.6% |
| YTD | -29.2% | +70.4% | -99.6% | -44.1% |
| 1Y | -29.9% | +153.6% | -183.5% | -51.9% |
| All | +203.7% | +106.2% | +97.5% | +120.6% |
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