+30.3%
O vs ONTO
+118.2%
-87.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.3% |
| 7D | -0.6% | +9.7% | -10.2% | -0.4% |
| 30D | -2.0% | -8.8% | +6.9% | -2.1% |
| 3M | +3.0% | +4.5% | -1.5% | +3.2% |
| 6M | -3.6% | +56.4% | -60.1% | -3.0% |
| YTD | +12.1% | +78.1% | -66.0% | +13.1% |
| 1Y | +8.9% | +171.3% | -162.4% | +10.7% |
| 3Y | +30.3% | +118.7% | -88.3% | +20.5% |
| All | +30.3% | +118.2% | -87.9% | +20.5% |
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 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