+30.7%
ONTO vs FDS
-20.2%
+50.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.5% | -15.1% | -15.7% |
| 7D | -29.7% | +6.4% | -36.1% | -28.3% |
| 30D | -50.3% | +25.2% | -75.4% | -47.0% |
| 3M | -43.5% | +22.9% | -66.4% | -39.7% |
| 6M | -48.9% | +56.5% | -105.4% | -43.6% |
| YTD | -1.2% | +19.0% | -20.1% | +13.0% |
| 1Y | +14.9% | +32.7% | -17.8% | +27.9% |
| All | +30.7% | -20.2% | +50.9% | +60.2% |
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