-40.1%
ON vs ONTO
-39.7%
-0.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.1% | -10.6% | -5.3% |
| 7D | -11.7% | -14.0% | +2.4% | -4.9% |
| 30D | -23.3% | -43.1% | +19.8% | +2.1% |
| 3M | -19.2% | -35.5% | +16.3% | -2.2% |
| 6M | -40.1% | -41.1% | +0.9% | -23.4% |
| All | -40.1% | -39.7% | -0.4% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling