+68.1%
ONTO vs M
-6.1%
+74.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -5.9% | -9.7% | -13.6% |
| 7D | -29.7% | -2.1% | -27.6% | -29.2% |
| 30D | -50.3% | +7.7% | -58.0% | -51.8% |
| 3M | -43.5% | -4.4% | -39.1% | -43.0% |
| 6M | -48.9% | +27.5% | -76.4% | -53.8% |
| YTD | -1.2% | +12.8% | -13.9% | -7.3% |
| 1Y | +14.9% | +20.7% | -5.8% | +4.8% |
| 3Y | +31.2% | +111.3% | -80.1% | -9.9% |
| 5Y | +68.1% | -6.3% | +74.4% | +39.5% |
| All | +68.1% | -6.1% | +74.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling