+658.6%
ONTO vs FDS
+27.1%
+631.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -2.9% | +9.0% | -11.9% | -6.0% |
| 3M | -2.5% | +18.9% | -21.3% | -11.2% |
| 6M | +28.2% | +35.1% | -6.9% | +6.6% |
| YTD | +69.8% | +5.5% | +64.3% | +59.5% |
| 1Y | +162.9% | -16.8% | +179.7% | +180.2% |
| 3Y | +95.9% | -28.1% | +124.0% | +123.5% |
| 5Y | +244.5% | -17.4% | +261.9% | +249.5% |
| All | +658.6% | +27.1% | +631.5% | +469.5% |
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