-18.9%
ONT vs SPY
+156.2%
-175.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | +4.8% | +0.1% | +4.6% | +4.6% |
| 30D | -21.1% | +0.1% | -21.2% | -20.8% |
| 3M | +2.1% | +2.0% | +0.1% | -0.6% |
| 6M | -34.5% | +13.0% | -47.5% | -45.1% |
| YTD | -28.1% | +13.5% | -41.7% | -39.9% |
| 1Y | -39.1% | +20.0% | -59.1% | -53.0% |
| 3Y | -54.1% | +77.2% | -131.2% | -79.8% |
| 5Y | -65.7% | +81.9% | -147.6% | -85.3% |
| All | -18.9% | +156.2% | -175.0% | -75.4% |
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