+246.2%
NRG vs ONTO
+688.0%
-441.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +3.9% | +9.4% | -5.5% | +1.2% |
| 30D | -3.0% | -4.4% | +1.5% | -2.3% |
| 3M | -10.9% | +1.6% | -12.5% | -14.4% |
| 6M | -25.3% | +45.3% | -70.5% | -35.8% |
| YTD | -26.8% | +76.4% | -103.2% | -40.7% |
| 1Y | -23.3% | +167.2% | -190.4% | -45.1% |
| 3Y | +208.6% | +116.6% | +92.1% | +121.0% |
| 5Y | +194.1% | +263.7% | -69.6% | +72.1% |
| All | +246.2% | +688.0% | -441.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling