+198.5%
ON vs ONTO
+390.5%
-192.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.1% | -10.6% | -6.5% |
| 7D | -11.7% | -14.0% | +2.4% | -3.9% |
| 30D | -23.3% | -43.1% | +19.8% | +7.1% |
| 3M | -19.2% | -35.5% | +16.3% | +1.2% |
| 6M | -40.1% | -41.1% | +0.9% | -22.3% |
| YTD | +16.9% | +9.8% | +7.1% | -2.2% |
| 1Y | +29.7% | +31.5% | -1.8% | -4.6% |
| 3Y | -4.4% | +45.2% | -49.6% | -49.4% |
| 5Y | +7.1% | +86.7% | -79.6% | -56.1% |
| All | +198.5% | +390.5% | -192.0% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling