+7.5%
ONT vs SPY
+150.1%
-142.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +50.8% | -0.6% | +51.4% | +50.2% |
| 30D | +71.3% | -3.7% | +75.0% | +78.0% |
| 3M | +52.3% | -2.7% | +55.0% | +56.1% |
| 6M | +46.2% | +2.2% | +44.0% | +39.4% |
| YTD | -4.7% | +10.8% | -15.5% | -19.0% |
| 1Y | -4.2% | +11.2% | -15.4% | -18.9% |
| 3Y | -8.2% | +76.5% | -84.7% | -60.3% |
| 5Y | -69.1% | +72.9% | -142.0% | -86.2% |
| All | +7.5% | +150.1% | -142.5% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling