+341.5%
ONTO vs FIVE
+85.0%
+256.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.3% | -11.3% | -13.6% |
| 7D | -29.7% | -1.7% | -28.0% | -29.2% |
| 30D | -50.3% | +14.9% | -65.2% | -53.6% |
| 3M | -43.5% | +7.6% | -51.1% | -45.9% |
| 6M | -48.9% | +6.4% | -55.3% | -51.4% |
| YTD | -1.2% | +28.1% | -29.3% | -14.0% |
| 1Y | +14.9% | +54.7% | -39.8% | -8.6% |
| 3Y | +31.2% | +36.1% | -4.9% | -0.4% |
| 5Y | +68.1% | +14.9% | +53.2% | +32.3% |
| All | +341.5% | +85.0% | +256.5% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling