+341.5%
ONTO vs FDS
+43.3%
+298.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.5% | -15.1% | -15.5% |
| 7D | -29.7% | +6.4% | -36.1% | -31.0% |
| 30D | -50.3% | +25.2% | -75.4% | -53.7% |
| 3M | -43.5% | +22.9% | -66.4% | -47.7% |
| 6M | -48.9% | +56.5% | -105.4% | -59.4% |
| YTD | -1.2% | +19.0% | -20.1% | -11.3% |
| 1Y | +14.9% | +32.7% | -17.8% | -4.6% |
| 3Y | +31.2% | -20.4% | +51.6% | +44.9% |
| 5Y | +68.1% | -19.6% | +87.7% | +82.1% |
| All | +341.5% | +43.3% | +298.2% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling