+45.2%
ONTO vs FDS
-23.2%
+68.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.7% | +14.8% | +10.0% |
| 7D | -14.0% | -0.5% | -13.5% | -13.9% |
| 30D | -43.1% | +20.2% | -63.3% | -40.0% |
| 3M | -35.5% | +19.9% | -55.4% | -31.6% |
| 6M | -41.1% | +56.2% | -97.2% | -35.8% |
| YTD | +9.8% | +14.6% | -4.8% | +24.3% |
| 1Y | +31.5% | +31.6% | -0.1% | +43.9% |
| 3Y | +45.2% | -23.8% | +69.0% | +76.2% |
| All | +45.2% | -23.2% | +68.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling