-68.6%
ONT vs SPY
+81.0%
-149.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +2.8% | -0.4% | +3.2% | +3.4% |
| 30D | +14.7% | -1.4% | +16.0% | +17.5% |
| 3M | +5.0% | +3.7% | +1.3% | -0.3% |
| 6M | -34.5% | +13.0% | -47.5% | -45.5% |
| YTD | -28.2% | +12.4% | -40.6% | -39.6% |
| 1Y | -37.5% | +18.5% | -56.0% | -51.5% |
| 3Y | -47.4% | +77.6% | -125.0% | -78.3% |
| 5Y | -68.6% | +81.7% | -150.2% | -86.9% |
| All | -68.6% | +81.0% | -149.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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