+58.5%
ON vs ONTO
+258.3%
-199.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.3% | -7.3% |
| 7D | -2.2% | +9.7% | -11.8% | -7.6% |
| 30D | -12.4% | -8.8% | -3.6% | -8.9% |
| 3M | -41.2% | +4.5% | -45.7% | -45.0% |
| 6M | +25.0% | +56.4% | -31.4% | -8.6% |
| YTD | +31.3% | +78.1% | -46.8% | -12.6% |
| 1Y | +45.4% | +171.3% | -125.8% | -26.4% |
| 3Y | -27.4% | +118.7% | -146.1% | -66.9% |
| 5Y | +58.5% | +269.4% | -210.9% | -56.1% |
| All | +58.5% | +258.3% | -199.8% | -56.1% |
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