+28.2%
ONTO vs FIVE
+12.1%
+16.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +4.1% |
| 7D | -1.0% | +4.3% | -5.3% | -2.7% |
| 30D | -2.9% | +12.5% | -15.4% | -7.9% |
| 3M | -2.5% | +31.2% | -33.7% | -12.6% |
| 6M | +28.2% | +14.4% | +13.8% | +18.5% |
| All | +28.2% | +12.1% | +16.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 6mo: compounded portfolio wealth divided by compounded FIVE 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…
6mo analysis · Full analysis span regression · 6 months rolling