-26.5%
ONTO vs NTRS
+11.5%
-37.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.3% |
| 7D | +17.5% | +3.2% | +14.3% | +13.0% |
| 30D | -15.7% | +9.6% | -25.2% | -23.4% |
| 3M | -39.7% | -6.0% | -33.7% | -34.1% |
| 6M | -26.5% | +10.4% | -36.9% | -33.7% |
| All | -26.5% | +11.5% | -37.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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