+43.1%
ONTO vs FDS
+31.1%
+12.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -7.1% |
| 7D | -17.4% | +9.4% | -26.8% | -12.8% |
| 30D | -43.2% | +23.8% | -67.0% | -35.9% |
| 3M | -35.7% | +25.1% | -60.9% | -26.1% |
| 6M | -38.3% | +53.8% | -92.1% | -21.2% |
| YTD | +17.1% | +19.6% | -2.5% | +45.6% |
| 1Y | +43.1% | +31.6% | +11.5% | +83.0% |
| All | +43.1% | +31.1% | +12.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling