+68.1%
ONTO vs COO
-39.4%
+107.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -1.4% | -14.2% | -15.0% |
| 7D | -29.7% | +5.3% | -35.0% | -31.5% |
| 30D | -50.3% | +12.5% | -62.8% | -53.3% |
| 3M | -43.5% | -15.1% | -28.3% | -39.8% |
| 6M | -48.9% | +3.7% | -52.5% | -52.3% |
| YTD | -1.2% | -22.5% | +21.3% | +9.9% |
| 1Y | +14.9% | -7.8% | +22.7% | +14.5% |
| 3Y | +31.2% | -24.1% | +55.3% | +35.9% |
| 5Y | +68.1% | -40.1% | +108.2% | +95.1% |
| All | +68.1% | -39.4% | +107.5% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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