+45.7%
ONTO vs GWRE
+73.3%
-27.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.7% |
| 7D | -2.4% | -3.5% | +1.0% | -2.5% |
| 30D | -32.9% | -7.1% | -25.9% | -33.1% |
| 3M | -32.2% | -10.1% | -22.1% | -32.6% |
| 6M | -30.6% | +12.3% | -42.9% | -32.9% |
| YTD | +25.1% | -22.7% | +47.8% | +33.4% |
| 1Y | +40.0% | -28.6% | +68.6% | +53.5% |
| 3Y | +45.7% | +70.7% | -25.0% | +14.2% |
| All | +45.7% | +73.3% | -27.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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