+250.7%
ON vs ONTO
+658.6%
-407.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -2.9% |
| 7D | +2.4% | -1.0% | +3.5% | +2.9% |
| 30D | -3.3% | -2.9% | -0.4% | -3.7% |
| 3M | -43.6% | -2.5% | -41.1% | -45.2% |
| 6M | +19.0% | +28.2% | -9.3% | -4.8% |
| YTD | +37.4% | +69.8% | -32.4% | -10.1% |
| 1Y | +54.8% | +162.9% | -108.1% | -26.2% |
| 3Y | -25.2% | +95.9% | -121.1% | -65.6% |
| 5Y | +62.7% | +244.5% | -181.8% | -55.0% |
| All | +250.7% | +658.6% | -407.9% | -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 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