+341.5%
ONTO vs ALK
-44.4%
+386.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -3.2% | -12.3% | -14.1% |
| 7D | -29.7% | +7.1% | -36.8% | -32.4% |
| 30D | -50.3% | -3.0% | -47.3% | -50.1% |
| 3M | -43.5% | -25.6% | -17.8% | -35.9% |
| 6M | -48.9% | +0.5% | -49.3% | -50.1% |
| YTD | -1.2% | -23.1% | +21.9% | +8.1% |
| 1Y | +14.9% | -7.5% | +22.5% | +15.1% |
| 3Y | +31.2% | +15.3% | +15.9% | +10.7% |
| 5Y | +68.1% | -34.8% | +102.9% | +81.5% |
| All | +341.5% | -44.4% | +386.0% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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