+137.0%
OKE vs ONTO
+261.1%
-124.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.6% | +0.5% |
| 7D | +1.2% | +4.9% | -3.7% | +0.8% |
| 30D | +4.5% | -16.6% | +21.1% | +6.0% |
| 3M | +9.6% | -7.3% | +16.9% | +8.8% |
| 6M | +15.4% | +45.9% | -30.6% | +7.2% |
| YTD | +36.5% | +78.2% | -41.7% | +22.3% |
| 1Y | +39.0% | +159.8% | -120.9% | +16.6% |
| 3Y | +74.3% | +123.4% | -49.1% | +37.8% |
| All | +137.0% | +261.1% | -124.0% | +58.3% |
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