+29.7%
OMC vs ONTO
+268.0%
-238.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -4.2% | +9.4% | -13.6% | -5.1% |
| 30D | -7.5% | -4.4% | -3.1% | -7.4% |
| 3M | +4.6% | +1.6% | +3.0% | +2.4% |
| 6M | -4.8% | +45.3% | -50.1% | -12.1% |
| YTD | -1.0% | +76.4% | -77.4% | -11.5% |
| 1Y | +3.8% | +167.2% | -163.3% | -13.8% |
| 3Y | +10.2% | +116.6% | -106.3% | -13.4% |
| 5Y | +29.7% | +263.7% | -234.0% | -16.9% |
| All | +29.7% | +268.0% | -238.2% | -16.9% |
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